+303.5%
EWY vs DHR
+209.4%
+94.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.3% |
| 7D | -0.1% | -3.6% | +3.5% | +1.4% |
| 30D | +7.3% | -2.7% | +10.1% | +8.5% |
| 3M | -5.1% | +10.9% | -16.1% | -10.2% |
| 6M | +42.1% | +3.0% | +39.0% | +38.2% |
| YTD | +94.1% | -12.2% | +106.3% | +101.5% |
| 1Y | +147.8% | +3.3% | +144.5% | +138.4% |
| 3Y | +222.9% | -8.2% | +231.1% | +217.6% |
| 5Y | +150.6% | -29.9% | +180.5% | +174.0% |
| All | +303.5% | +209.4% | +94.0% | +96.4% |
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