+128.5%
EEM vs DHR
+209.4%
-80.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | -1.3% | -3.6% | +2.4% | 0.0% |
| 30D | +2.1% | -2.7% | +4.8% | +2.9% |
| 3M | +1.0% | +10.9% | -9.9% | -3.5% |
| 6M | +15.9% | +3.0% | +12.9% | +13.2% |
| YTD | +24.6% | -12.2% | +36.8% | +28.8% |
| 1Y | +32.3% | +3.3% | +29.0% | +28.0% |
| 3Y | +85.9% | -8.2% | +94.1% | +82.8% |
| 5Y | +45.4% | -29.9% | +75.3% | +56.9% |
| All | +128.5% | +209.4% | -80.9% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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