+210.1%
CAT vs DHR
-10.0%
+220.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.1% | +5.1% | +6.6% |
| 7D | -2.4% | +3.1% | -5.5% | -3.2% |
| 30D | -25.0% | +7.0% | -32.0% | -26.4% |
| 3M | -28.7% | +15.0% | -43.8% | -31.6% |
| 6M | -33.0% | +37.9% | -70.9% | -39.9% |
| YTD | +5.4% | +3.3% | +2.1% | +3.9% |
| 1Y | +7.3% | +12.8% | -5.6% | +2.7% |
| 3Y | +166.0% | +22.4% | +143.7% | +144.4% |
| 5Y | +210.1% | -9.1% | +219.2% | +197.3% |
| All | +210.1% | -10.0% | +220.1% | +197.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling