+54,250.3%
DHR vs ETR
+4,465.2%
+49,785.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.3% | -1.5% |
| 7D | -0.8% | +1.4% | -2.2% | -1.2% |
| 30D | +0.2% | +1.9% | -1.6% | -0.4% |
| 3M | +12.1% | +1.0% | +11.1% | +11.6% |
| 6M | +5.4% | +4.8% | +0.6% | +3.5% |
| YTD | -10.0% | +19.5% | -29.5% | -15.0% |
| 1Y | +4.1% | +28.1% | -24.0% | -3.9% |
| 3Y | -5.2% | +151.1% | -156.3% | -29.2% |
| 5Y | -28.2% | +125.2% | -153.4% | -45.0% |
| 10Y | +208.4% | +291.1% | -82.7% | +98.1% |
| All | +54,250.3% | +4,465.2% | +49,785.1% | +21,416.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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