+688.6%
CAT vs DHR
+242.1%
+446.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | +7.4% | +1.2% | +6.2% | +7.0% |
| 30D | -19.7% | +3.7% | -23.4% | -20.8% |
| 3M | -29.6% | +14.5% | -44.1% | -33.4% |
| 6M | -33.2% | +40.9% | -74.1% | -42.6% |
| YTD | +5.7% | +2.4% | +3.3% | +3.2% |
| 1Y | +9.3% | +6.1% | +3.2% | +5.2% |
| 3Y | +158.3% | +21.0% | +137.3% | +129.2% |
| 5Y | +211.6% | -11.4% | +223.0% | +207.4% |
| All | +688.6% | +242.1% | +446.5% | +225.8% |
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 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