-2.4%
DHR vs EXE
+182.2%
-184.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | 0.0% |
| 7D | -3.6% | -3.1% | -0.5% | -3.3% |
| 30D | -2.7% | -0.9% | -1.8% | -2.7% |
| 3M | +10.9% | +9.6% | +1.4% | +9.9% |
| 6M | +3.0% | -11.6% | +14.6% | +4.1% |
| YTD | -12.2% | -12.6% | +0.4% | -11.4% |
| 1Y | +3.3% | +1.2% | +2.1% | +2.4% |
| 3Y | -8.2% | +18.0% | -26.2% | -11.3% |
| 5Y | -29.9% | +101.1% | -131.0% | -30.0% |
| All | -2.4% | +182.2% | -184.6% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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