+208.4%
DHR vs EXPD
+308.0%
-99.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.6% |
| 7D | -0.8% | -0.9% | +0.1% | -0.5% |
| 30D | +0.2% | +4.1% | -3.8% | -1.4% |
| 3M | +12.1% | +13.8% | -1.7% | +5.9% |
| 6M | +5.4% | +27.3% | -21.9% | -5.4% |
| YTD | -10.0% | +25.4% | -35.4% | -19.5% |
| 1Y | +4.1% | +54.4% | -50.3% | -15.7% |
| 3Y | -5.2% | +67.9% | -73.1% | -27.2% |
| 5Y | -28.2% | +59.2% | -87.4% | -44.8% |
| 10Y | +208.4% | +308.6% | -100.2% | +64.8% |
| All | +208.4% | +308.0% | -99.6% | +64.8% |
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