+204.4%
DHR vs EXPE
+165.2%
+39.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.4% |
| 7D | -5.0% | -8.7% | +3.7% | -3.6% |
| 30D | -3.3% | -13.6% | +10.3% | -1.1% |
| 3M | +9.4% | +26.6% | -17.2% | +4.9% |
| 6M | +3.2% | +19.9% | -16.8% | -0.3% |
| YTD | -12.0% | -1.7% | -10.3% | -12.8% |
| 1Y | +4.9% | +29.4% | -24.6% | -1.1% |
| 3Y | -7.4% | +155.7% | -163.0% | -23.2% |
| 5Y | -29.8% | +93.1% | -122.8% | -41.4% |
| All | +204.4% | +165.2% | +39.2% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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