+1,157.1%
CAT vs DHR
+209.6%
+947.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | +2.9% | -2.4% | +5.3% | +3.9% |
| 30D | -2.6% | -2.2% | -0.5% | -2.0% |
| 3M | -10.7% | +9.0% | -19.6% | -14.7% |
| 6M | +16.1% | +3.5% | +12.7% | +12.7% |
| YTD | +43.2% | -10.1% | +53.4% | +47.3% |
| 1Y | +96.8% | +6.2% | +90.6% | +87.6% |
| 3Y | +201.4% | -5.4% | +206.7% | +195.2% |
| 5Y | +332.7% | -27.9% | +360.6% | +366.2% |
| 10Y | +1,157.1% | +215.7% | +941.4% | +430.2% |
| All | +1,157.1% | +209.6% | +947.5% | +430.2% |
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 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