+830.6%
EEM vs DHR
+2,954.0%
-2,123.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.2% |
| 7D | -0.7% | -5.0% | +4.3% | +1.7% |
| 30D | +2.4% | -3.3% | +5.7% | +3.9% |
| 3M | +4.2% | +9.4% | -5.3% | -1.8% |
| 6M | +14.8% | +3.2% | +11.6% | +10.7% |
| YTD | +23.1% | -12.0% | +35.1% | +28.1% |
| 1Y | +32.5% | +4.9% | +27.7% | +25.3% |
| 3Y | +85.9% | -7.4% | +93.2% | +79.9% |
| 5Y | +43.6% | -29.8% | +73.3% | +54.6% |
| 10Y | +127.2% | +209.1% | -81.8% | +1.7% |
| All | +830.6% | +2,954.0% | -2,123.4% | -30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling