+148.7%
EWY vs DHR
-30.1%
+178.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.3% |
| 7D | -0.1% | -3.6% | +3.5% | +1.0% |
| 30D | +7.3% | -2.7% | +10.1% | +8.2% |
| 3M | -5.1% | +10.9% | -16.1% | -9.0% |
| 6M | +42.1% | +3.0% | +39.0% | +39.3% |
| YTD | +94.1% | -12.2% | +106.3% | +99.9% |
| 1Y | +147.8% | +3.3% | +144.5% | +141.0% |
| 3Y | +222.9% | -8.2% | +231.1% | +219.9% |
| All | +148.7% | -30.1% | +178.9% | +151.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling