+61,491.1%
DHR vs EXC
+2,465.6%
+59,025.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.4% |
| 7D | +2.6% | -1.9% | +4.5% | +3.1% |
| 30D | +4.2% | +7.8% | -3.6% | +2.0% |
| 3M | +13.0% | +1.9% | +11.1% | +12.2% |
| 6M | +40.2% | +3.4% | +36.8% | +38.5% |
| YTD | +2.0% | +7.6% | -5.6% | -0.7% |
| 1Y | +6.6% | +2.1% | +4.5% | +5.2% |
| 3Y | +19.9% | +29.6% | -9.7% | +9.5% |
| 5Y | -11.7% | +39.5% | -51.2% | -21.2% |
| 10Y | +240.6% | +200.2% | +40.4% | +143.6% |
| All | +61,491.1% | +2,465.6% | +59,025.5% | +28,215.9% |
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