+170.6%
CVX vs DHR
-29.9%
+200.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | +0.7% | -5.0% | +5.7% | +1.4% |
| 30D | +9.1% | -3.3% | +12.5% | +9.6% |
| 3M | +13.1% | +9.4% | +3.6% | +11.1% |
| 6M | +16.3% | +3.2% | +13.1% | +15.1% |
| YTD | +43.5% | -12.0% | +55.5% | +46.3% |
| 1Y | +40.2% | +4.9% | +35.3% | +37.5% |
| 3Y | +44.2% | -7.4% | +51.6% | +42.1% |
| 5Y | +170.6% | -29.8% | +200.4% | +159.2% |
| All | +170.6% | -29.9% | +200.5% | +159.2% |
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