+9.3%
CAT vs DHR
+7.8%
+1.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +7.4% | +1.2% | +6.2% | +7.4% |
| 30D | -19.7% | +3.7% | -23.4% | -19.7% |
| 3M | -29.6% | +14.5% | -44.1% | -29.9% |
| 6M | -33.2% | +40.9% | -74.1% | -37.3% |
| YTD | +5.7% | +2.4% | +3.3% | +14.1% |
| 1Y | +9.3% | +6.1% | +3.2% | +15.0% |
| All | +9.3% | +7.8% | +1.6% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling