-29.8%
DHR vs EWT
+144.9%
-174.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.2% |
| 7D | -5.0% | -1.1% | -3.9% | -4.6% |
| 30D | -3.3% | +4.8% | -8.1% | -5.1% |
| 3M | +9.4% | +11.1% | -1.7% | +3.4% |
| 6M | +3.2% | +54.6% | -51.5% | -18.4% |
| YTD | -12.0% | +71.4% | -83.5% | -34.3% |
| 1Y | +4.9% | +82.1% | -77.2% | -24.5% |
| 3Y | -7.4% | +193.2% | -200.6% | -51.4% |
| 5Y | -29.8% | +146.1% | -175.9% | -61.5% |
| All | -29.8% | +144.9% | -174.6% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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