+47.0%
CVX vs DHR
+11.6%
+35.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.1% | -5.8% | -3.5% |
| 7D | -5.3% | +0.4% | -5.7% | -5.3% |
| 30D | +5.1% | +6.2% | -1.1% | +5.6% |
| 3M | +14.9% | +20.8% | -5.9% | +16.8% |
| 6M | +14.9% | +35.5% | -20.6% | +18.3% |
| YTD | +46.3% | +3.2% | +43.1% | +52.7% |
| 1Y | +47.0% | +10.7% | +36.3% | +53.9% |
| All | +47.0% | +11.6% | +35.4% | +53.9% |
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 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