-27.9%
DHR vs EXPE
+89.3%
-117.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -2.4% | -11.5% | +9.1% | -0.3% |
| 30D | -2.2% | -13.1% | +10.9% | +0.2% |
| 3M | +9.0% | +18.1% | -9.2% | +5.3% |
| 6M | +3.5% | +13.3% | -9.8% | +0.6% |
| YTD | -10.1% | -3.2% | -6.9% | -10.8% |
| 1Y | +6.2% | +26.1% | -20.0% | +0.1% |
| 3Y | -5.4% | +151.7% | -157.1% | -22.6% |
| 5Y | -27.9% | +88.3% | -116.2% | -40.5% |
| All | -27.9% | +89.3% | -117.2% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling