+248.5%
DHR vs EXPD
+336.9%
-88.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.6% |
| 7D | +2.6% | +3.6% | -1.0% | +1.1% |
| 30D | +4.2% | +0.3% | +3.9% | +3.9% |
| 3M | +13.0% | +6.1% | +6.9% | +10.0% |
| 6M | +40.2% | +27.4% | +12.8% | +25.9% |
| YTD | +2.0% | +32.0% | -30.0% | -10.9% |
| 1Y | +6.6% | +40.5% | -33.9% | -9.6% |
| 3Y | +19.9% | +75.7% | -55.8% | -9.9% |
| 5Y | -11.7% | +61.7% | -73.5% | -32.6% |
| All | +248.5% | +336.9% | -88.5% | +83.9% |
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