+4,741.3%
DHR vs EW
+6,974.1%
-2,232.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -3.9% | -0.3% | -3.5% | -3.8% |
| 30D | +4.0% | +1.0% | +3.0% | +3.7% |
| 3M | +11.5% | +2.8% | +8.7% | +10.7% |
| 6M | +1.9% | +5.5% | -3.6% | +0.4% |
| YTD | -8.9% | +5.5% | -14.4% | -10.3% |
| 1Y | +5.1% | +11.0% | -5.9% | +2.2% |
| 3Y | -10.3% | +17.7% | -28.0% | -16.4% |
| 5Y | -27.8% | -25.7% | -2.1% | -26.2% |
| 10Y | +203.6% | +132.8% | +70.8% | +142.5% |
| All | +4,741.3% | +6,974.1% | -2,232.8% | +2,465.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling