+54,893.9%
DHR vs EXPD
+30,859.1%
+24,034.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | -3.9% | -1.1% | -2.8% | -3.6% |
| 30D | +4.0% | +4.1% | -0.1% | +2.9% |
| 3M | +11.5% | +17.9% | -6.4% | +6.8% |
| 6M | +1.9% | +29.2% | -27.4% | -4.9% |
| YTD | -8.9% | +27.4% | -36.3% | -15.0% |
| 1Y | +5.1% | +56.8% | -51.7% | -7.3% |
| 3Y | -10.3% | +68.0% | -78.3% | -22.6% |
| 5Y | -27.8% | +61.9% | -89.7% | -37.6% |
| 10Y | +203.6% | +316.0% | -112.4% | +108.4% |
| All | +54,893.9% | +30,859.1% | +24,034.8% | +23,083.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling