+245.2%
DHR vs EXPD
+337.7%
-92.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -1.5% |
| 7D | +0.2% | -1.6% | +1.7% | +0.8% |
| 30D | +6.4% | +0.6% | +5.8% | +6.0% |
| 3M | +13.6% | +9.8% | +3.8% | +9.0% |
| 6M | +41.9% | +25.8% | +16.1% | +28.1% |
| YTD | +3.4% | +31.3% | -27.9% | -9.5% |
| 1Y | +9.9% | +40.9% | -31.1% | -6.9% |
| 3Y | +21.6% | +74.7% | -53.2% | -8.4% |
| 5Y | -10.6% | +62.9% | -73.5% | -32.0% |
| 10Y | +245.2% | +334.3% | -89.2% | +85.4% |
| All | +245.2% | +337.7% | -92.5% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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