+248.5%
DHR vs EXPE
+126.2%
+122.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +2.6% | -4.2% | +6.8% | +3.2% |
| 30D | +4.2% | -4.5% | +8.7% | +4.5% |
| 3M | +13.0% | -19.7% | +32.7% | +16.4% |
| 6M | +40.2% | +18.3% | +21.9% | +35.1% |
| YTD | +2.0% | -7.3% | +9.4% | +1.6% |
| 1Y | +6.6% | -3.9% | +10.5% | +5.4% |
| 3Y | +19.9% | +123.0% | -103.1% | +1.4% |
| 5Y | -11.7% | +47.9% | -59.7% | -23.6% |
| All | +248.5% | +126.2% | +122.3% | +154.4% |
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