-28.0%
DHR vs ET
+241.8%
-269.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -3.6% | +0.2% | -3.9% | -3.7% |
| 30D | -2.7% | +2.9% | -5.6% | -3.4% |
| 3M | +10.9% | +16.8% | -5.9% | +7.1% |
| 6M | +3.0% | +18.9% | -15.8% | -1.2% |
| YTD | -12.2% | +37.7% | -49.9% | -18.9% |
| 1Y | +3.3% | +32.4% | -29.1% | -3.7% |
| 3Y | -8.2% | +99.5% | -107.7% | -23.2% |
| All | -28.0% | +241.8% | -269.8% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 5y: compounded portfolio wealth divided by compounded ET 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…
5y analysis · Full analysis span regression · 6 months rolling