+1.2%
DHR vs EXE
+191.4%
-190.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | -3.9% | -0.3% | -3.6% | -3.9% |
| 30D | +4.0% | +8.5% | -4.4% | +3.2% |
| 3M | +11.5% | +5.5% | +6.0% | +10.9% |
| 6M | +1.9% | -5.9% | +7.8% | +2.3% |
| YTD | -8.9% | -9.7% | +0.8% | -8.3% |
| 1Y | +5.1% | +3.6% | +1.5% | +4.0% |
| 3Y | -10.3% | +18.0% | -28.3% | -13.3% |
| 5Y | -27.8% | +109.4% | -137.2% | -28.1% |
| All | +1.2% | +191.4% | -190.1% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling