+18,551.4%
CAT vs DHR
+64,627.0%
-46,075.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.6% |
| 7D | -6.3% | +2.6% | -8.9% | -7.3% |
| 30D | -26.8% | +7.4% | -34.2% | -29.0% |
| 3M | -30.0% | +13.0% | -43.0% | -33.8% |
| 6M | -34.6% | +38.5% | -73.1% | -44.0% |
| YTD | +2.9% | +3.8% | -0.8% | -0.9% |
| 1Y | +3.3% | +12.6% | -9.4% | -4.0% |
| 3Y | +153.7% | +22.0% | +131.7% | +123.0% |
| 5Y | +207.3% | -9.5% | +216.8% | +197.3% |
| 10Y | +674.0% | +249.4% | +424.6% | +304.9% |
| All | +18,551.4% | +64,627.0% | -46,075.6% | +1,654.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling