-9.9%
COST vs DHR
+5.6%
-15.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-03-09 to 2026-09-09.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -2.8% | -2.4% | -0.4% | -2.8% |
| 30D | -5.3% | -2.2% | -3.1% | -5.2% |
| 3M | -6.7% | +9.0% | -15.6% | -6.7% |
| 6M | -9.9% | +3.5% | -13.4% | -9.9% |
| All | -9.9% | +5.6% | -15.5% | -9.9% |
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 2026-03-09 to 2026-09-09: 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…
2026-03-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling