-10.0%
CRM vs DHR
+11.6%
-21.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.8% |
| 7D | -6.2% | +0.4% | -6.6% | -6.3% |
| 30D | -1.2% | +6.2% | -7.4% | -2.4% |
| 3M | +19.1% | +20.8% | -1.7% | +14.2% |
| 6M | +23.0% | +35.5% | -12.5% | +14.9% |
| YTD | -13.7% | +3.2% | -16.9% | -11.1% |
| 1Y | -10.0% | +10.7% | -20.7% | -11.6% |
| All | -10.0% | +11.6% | -21.6% | -11.6% |
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