-6.0%
DHR vs EW
+16.4%
-22.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -2.4% | -5.1% | +2.7% | -1.6% |
| 30D | -2.2% | -6.4% | +4.2% | -1.1% |
| 3M | +9.0% | -1.6% | +10.5% | +9.2% |
| 6M | +3.5% | +2.3% | +1.2% | +3.0% |
| YTD | -10.1% | +1.1% | -11.2% | -10.5% |
| 1Y | +6.2% | +8.0% | -1.8% | +4.8% |
| All | -6.0% | +16.4% | -22.5% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 3y: compounded portfolio wealth divided by compounded EW 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…
3y analysis · Full analysis span regression · 6 months rolling