+22.2%
DHR vs EXC
+30.0%
-7.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +0.2% | -1.4% | +1.5% | +0.2% |
| 30D | +6.4% | +8.3% | -1.9% | +5.7% |
| 3M | +13.6% | +2.6% | +11.0% | +13.5% |
| 6M | +41.9% | +5.2% | +36.7% | +41.4% |
| YTD | +3.4% | +7.5% | -4.1% | +2.7% |
| 1Y | +9.9% | +3.2% | +6.7% | +9.7% |
| All | +22.2% | +30.0% | -7.8% | +15.8% |
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 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