+2,024.0%
DHR vs EXPE
+723.5%
+1,300.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | +1.2% | -0.5% | +1.7% | +1.3% |
| 30D | +3.7% | -6.1% | +9.8% | +4.4% |
| 3M | +14.5% | -21.3% | +35.8% | +18.9% |
| 6M | +40.9% | +19.0% | +21.9% | +34.8% |
| YTD | +2.4% | -8.4% | +10.8% | +2.0% |
| 1Y | +6.1% | -2.8% | +8.9% | +4.4% |
| 3Y | +21.0% | +120.8% | -99.7% | -0.9% |
| 5Y | -11.4% | +46.2% | -57.6% | -24.5% |
| 10Y | +241.8% | +123.8% | +118.0% | +144.8% |
| All | +2,024.0% | +723.5% | +1,300.5% | +733.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling