+1,244.2%
EWY vs DHR
+3,636.9%
-2,392.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +1.1% |
| 7D | +8.0% | -0.8% | +8.8% | +8.4% |
| 30D | +14.3% | +0.2% | +14.1% | +14.1% |
| 3M | +2.3% | +12.1% | -9.8% | -4.9% |
| 6M | +49.9% | +5.4% | +44.4% | +43.1% |
| YTD | +95.3% | -10.0% | +105.3% | +101.1% |
| 1Y | +161.7% | +4.1% | +157.6% | +148.5% |
| 3Y | +230.2% | -5.2% | +235.4% | +217.6% |
| 5Y | +148.1% | -28.2% | +176.4% | +166.7% |
| 10Y | +293.2% | +208.4% | +84.8% | +87.5% |
| All | +1,244.2% | +3,636.9% | -2,392.7% | +21.2% |
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 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