+25,808.1%
CAT vs DHR
+56,727.1%
-30,919.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.4% |
| 7D | +1.7% | -3.9% | +5.6% | +3.4% |
| 30D | -6.6% | +4.0% | -10.6% | -8.3% |
| 3M | -13.3% | +11.5% | -24.8% | -18.3% |
| 6M | +11.6% | +1.9% | +9.8% | +8.7% |
| YTD | +42.9% | -8.9% | +51.9% | +45.7% |
| 1Y | +95.4% | +5.1% | +90.3% | +86.5% |
| 3Y | +196.6% | -10.3% | +206.9% | +196.8% |
| 5Y | +321.7% | -27.8% | +349.5% | +349.2% |
| 10Y | +1,140.8% | +203.6% | +937.2% | +590.1% |
| All | +25,808.1% | +56,727.1% | -30,919.0% | +2,480.4% |
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