+1,789.5%
DHR vs EXPE
+851.4%
+938.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.3% |
| 7D | -3.9% | -9.5% | +5.6% | -2.0% |
| 30D | +4.0% | -6.6% | +10.6% | +5.2% |
| 3M | +11.5% | +31.4% | -19.9% | +5.4% |
| 6M | +1.9% | +35.2% | -33.3% | -4.5% |
| YTD | -8.9% | +5.8% | -14.7% | -11.1% |
| 1Y | +5.1% | +38.7% | -33.6% | -3.1% |
| 3Y | -10.3% | +175.8% | -186.1% | -29.4% |
| 5Y | -27.8% | +111.8% | -139.6% | -42.6% |
| 10Y | +203.6% | +179.7% | +23.9% | +109.3% |
| All | +1,789.5% | +851.4% | +938.1% | +626.4% |
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