+62,326.7%
DHR vs EXC
+2,464.5%
+59,862.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +0.2% | -1.4% | +1.5% | +0.5% |
| 30D | +6.4% | +8.3% | -1.9% | +4.0% |
| 3M | +13.6% | +2.6% | +11.0% | +12.6% |
| 6M | +41.9% | +5.2% | +36.7% | +39.5% |
| YTD | +3.4% | +7.5% | -4.1% | +0.7% |
| 1Y | +9.9% | +3.2% | +6.7% | +8.1% |
| 3Y | +21.6% | +29.5% | -8.0% | +11.0% |
| 5Y | -10.6% | +39.7% | -50.2% | -20.2% |
| 10Y | +245.2% | +200.1% | +45.1% | +146.9% |
| All | +62,326.7% | +2,464.5% | +59,862.2% | +28,603.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling