-0.8%
CRM vs DHR
-30.1%
+29.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -4.4% | -3.6% | -0.8% | -2.9% |
| 30D | +28.1% | -2.7% | +30.9% | +29.6% |
| 3M | +48.8% | +10.9% | +37.9% | +41.1% |
| 6M | +28.3% | +3.0% | +25.2% | +25.0% |
| YTD | -6.0% | -12.2% | +6.2% | -1.2% |
| 1Y | +1.4% | +3.3% | -1.9% | -2.1% |
| 3Y | +11.8% | -8.2% | +20.1% | +10.1% |
| All | -0.8% | -30.1% | +29.3% | +9.8% |
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