-28.0%
DHR vs EWZ
+59.6%
-87.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -3.6% | +0.9% | -4.5% | -3.8% |
| 30D | -2.7% | +12.8% | -15.5% | -5.4% |
| 3M | +10.9% | +10.8% | +0.2% | +8.1% |
| 6M | +3.0% | +2.5% | +0.5% | +2.1% |
| YTD | -12.2% | +21.4% | -33.6% | -16.5% |
| 1Y | +3.3% | +32.8% | -29.5% | -4.1% |
| 3Y | -8.2% | +45.2% | -53.4% | -17.4% |
| All | -28.0% | +59.6% | -87.7% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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