-5.2%
DHR vs EXC
+21.1%
-26.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | -0.8% | +1.2% | -2.1% | -1.0% |
| 30D | +0.2% | -2.7% | +3.0% | +0.5% |
| 3M | +12.1% | -1.0% | +13.0% | +12.2% |
| 6M | +5.4% | -9.3% | +14.7% | +6.5% |
| YTD | -10.0% | +3.6% | -13.6% | -10.5% |
| 1Y | +4.1% | +5.9% | -1.8% | +2.9% |
| 3Y | -5.2% | +21.3% | -26.5% | -8.3% |
| All | -5.2% | +21.1% | -26.2% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling