+85.9%
EEM vs DHR
-7.0%
+93.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | -1.3% | -3.6% | +2.4% | -0.6% |
| 30D | +2.1% | -2.7% | +4.8% | +2.5% |
| 3M | +1.0% | +10.9% | -9.9% | -1.7% |
| 6M | +15.9% | +3.0% | +12.9% | +14.6% |
| YTD | +24.6% | -12.2% | +36.8% | +27.6% |
| 1Y | +32.3% | +3.3% | +29.0% | +29.9% |
| 3Y | +85.9% | -8.2% | +94.1% | +84.2% |
| All | +85.9% | -7.0% | +93.0% | +84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling