+154.4%
DHR vs ESTC
+27.2%
+127.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.7% |
| 7D | +2.6% | +5.8% | -3.2% | +1.6% |
| 30D | +4.2% | -5.6% | +9.8% | +5.0% |
| 3M | +13.0% | +15.4% | -2.4% | +9.4% |
| 6M | +40.2% | +77.8% | -37.6% | +25.4% |
| YTD | +2.0% | +18.1% | -16.0% | -3.0% |
| 1Y | +6.6% | -3.7% | +10.3% | +4.6% |
| 3Y | +19.9% | +16.9% | +3.1% | +7.4% |
| 5Y | -11.7% | -51.2% | +39.5% | -13.0% |
| All | +154.4% | +27.2% | +127.2% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling