+215.7%
DHR vs EXC
+152.4%
+63.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | -2.2% | -0.9% | -1.3% | -1.9% |
| 3M | +9.0% | -2.7% | +11.6% | +9.8% |
| 6M | +3.5% | -9.4% | +12.9% | +6.7% |
| YTD | -10.1% | +3.0% | -13.2% | -11.7% |
| 1Y | +6.2% | +5.1% | +1.1% | +3.3% |
| 3Y | -5.4% | +20.6% | -26.0% | -13.9% |
| 5Y | -27.9% | +45.7% | -73.6% | -39.2% |
| 10Y | +215.7% | +160.8% | +54.9% | +126.8% |
| All | +215.7% | +152.4% | +63.4% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling