-27.3%
DHR vs EXPD
+61.6%
-88.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.9% |
| 7D | -3.9% | -1.1% | -2.8% | -3.5% |
| 30D | +4.0% | +4.1% | -0.1% | +2.4% |
| 3M | +11.5% | +17.9% | -6.4% | +4.3% |
| 6M | +1.9% | +29.2% | -27.4% | -8.4% |
| YTD | -8.9% | +27.4% | -36.3% | -18.4% |
| 1Y | +5.1% | +56.8% | -51.7% | -14.6% |
| 3Y | -10.3% | +68.0% | -78.3% | -30.7% |
| All | -27.3% | +61.6% | -88.8% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling