+53,005.7%
DHR vs ETN
+19,968.1%
+33,037.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.5% |
| 7D | -5.0% | +3.0% | -8.0% | -6.2% |
| 30D | -3.3% | -10.9% | +7.6% | +0.9% |
| 3M | +9.4% | +9.2% | +0.2% | +3.9% |
| 6M | +3.2% | +13.9% | -10.8% | -4.9% |
| YTD | -12.0% | +29.5% | -41.6% | -23.5% |
| 1Y | +4.9% | +14.2% | -9.3% | -4.6% |
| 3Y | -7.4% | +79.9% | -87.2% | -33.2% |
| 5Y | -29.8% | +175.7% | -205.4% | -58.2% |
| 10Y | +209.1% | +693.2% | -484.2% | +10.7% |
| All | +53,005.7% | +19,968.1% | +33,037.6% | +5,552.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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