-10.0%
DHR vs EXE
+76.7%
-86.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.3% |
| 7D | +1.2% | +5.3% | -4.1% | +0.6% |
| 30D | +3.7% | -2.2% | +5.9% | +3.9% |
| 3M | +14.5% | -5.9% | +20.4% | +15.2% |
| 6M | +40.9% | -5.7% | +46.6% | +41.6% |
| YTD | +2.4% | -17.8% | +20.2% | +4.4% |
| 1Y | +6.1% | -23.1% | +29.2% | +9.2% |
| 3Y | +21.0% | +21.2% | -0.2% | +14.0% |
| All | -10.0% | +76.7% | -86.8% | -15.3% |
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