+359.9%
CSCO vs DHR
+210.0%
+149.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.0% |
| 7D | -1.1% | -5.0% | +3.9% | +0.9% |
| 30D | -10.8% | -3.3% | -7.5% | -9.8% |
| 3M | -9.2% | +9.4% | -18.7% | -13.4% |
| 6M | +39.5% | +3.2% | +36.4% | +35.6% |
| YTD | +41.5% | -12.0% | +53.5% | +46.7% |
| 1Y | +61.0% | +4.9% | +56.1% | +53.5% |
| 3Y | +105.2% | -7.4% | +112.6% | +98.6% |
| 5Y | +113.4% | -29.8% | +143.2% | +133.5% |
| All | +359.9% | +210.0% | +149.8% | +98.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling