+21.0%
DHR vs EXPD
+75.3%
-54.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +1.2% | +5.5% | -4.3% | -0.3% |
| 30D | +3.7% | -0.8% | +4.5% | +3.8% |
| 3M | +14.5% | +4.1% | +10.3% | +13.0% |
| 6M | +40.9% | +25.7% | +15.2% | +30.9% |
| YTD | +2.4% | +31.4% | -29.0% | -7.2% |
| 1Y | +6.1% | +42.2% | -36.1% | -6.8% |
| 3Y | +21.0% | +77.2% | -56.2% | -6.6% |
| All | +21.0% | +75.3% | -54.3% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling