+219.2%
CVX vs DHR
+209.4%
+9.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +2.6% | -3.6% | +6.2% | +3.7% |
| 30D | +9.8% | -2.7% | +12.6% | +10.5% |
| 3M | +16.2% | +10.9% | +5.3% | +11.8% |
| 6M | +13.6% | +3.0% | +10.6% | +11.2% |
| YTD | +44.4% | -12.2% | +56.6% | +48.5% |
| 1Y | +40.6% | +3.3% | +37.3% | +36.2% |
| 3Y | +48.2% | -8.2% | +56.4% | +45.3% |
| 5Y | +172.3% | -29.9% | +202.2% | +190.0% |
| All | +219.2% | +209.4% | +9.7% | +65.0% |
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