-27.9%
DHR vs EXE
+100.7%
-128.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | -2.4% | -2.7% | +0.3% | -2.1% |
| 30D | -2.2% | -0.4% | -1.8% | -2.1% |
| 3M | +9.0% | +9.5% | -0.5% | +7.8% |
| 6M | +3.5% | -9.3% | +12.8% | +4.4% |
| YTD | -10.1% | -10.9% | +0.8% | -9.3% |
| 1Y | +6.2% | +4.3% | +1.9% | +4.7% |
| 3Y | -5.4% | +18.8% | -24.2% | -9.2% |
| 5Y | -27.9% | +101.4% | -129.3% | -28.7% |
| All | -27.9% | +100.7% | -128.6% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling