-23.3%
DHR vs ETHA
-27.9%
+4.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.5% |
| 7D | -3.6% | +3.5% | -7.1% | -3.9% |
| 30D | -2.7% | +35.3% | -38.1% | -5.3% |
| 3M | +10.9% | +50.9% | -39.9% | +6.8% |
| 6M | +3.0% | +22.1% | -19.1% | +0.7% |
| YTD | -12.2% | -14.6% | +2.4% | -11.7% |
| 1Y | +3.3% | -42.8% | +46.1% | +7.7% |
| All | -23.3% | -27.9% | +4.7% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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