+870.8%
DHR vs IEFA
+211.8%
+659.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.6% |
| 7D | -2.4% | -0.5% | -2.0% | -2.1% |
| 30D | -2.2% | -1.1% | -1.1% | -1.4% |
| 3M | +9.0% | +5.1% | +3.9% | +4.7% |
| 6M | +3.5% | +9.3% | -5.8% | -3.7% |
| YTD | -10.1% | +13.0% | -23.1% | -18.4% |
| 1Y | +6.2% | +19.2% | -13.0% | -7.2% |
| 3Y | -5.4% | +67.0% | -72.3% | -35.1% |
| 5Y | -27.9% | +51.1% | -79.0% | -47.4% |
| 10Y | +215.7% | +146.5% | +69.2% | +67.0% |
| All | +870.8% | +211.8% | +659.0% | +319.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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