-25.0%
CAT vs DHR
+8.4%
-33.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.1% | +5.1% | +5.8% |
| 7D | -2.4% | +3.1% | -5.5% | -4.1% |
| 30D | -25.0% | +7.0% | -32.0% | -27.6% |
| All | -25.0% | +8.4% | -33.4% | -27.6% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling