+54,250.4%
DHR vs CAH
+14,665.6%
+39,584.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.5% |
| 7D | -0.8% | +0.5% | -1.3% | -0.9% |
| 30D | +0.2% | +1.7% | -1.5% | -0.3% |
| 3M | +12.1% | +17.9% | -5.8% | +7.6% |
| 6M | +5.4% | +10.9% | -5.5% | +2.6% |
| YTD | -10.0% | +17.9% | -27.8% | -14.0% |
| 1Y | +4.1% | +61.7% | -57.6% | -8.2% |
| 3Y | -5.2% | +183.7% | -188.9% | -27.8% |
| 5Y | -28.2% | +401.3% | -429.6% | -52.9% |
| 10Y | +208.4% | +293.7% | -85.3% | +102.6% |
| All | +54,250.4% | +14,665.6% | +39,584.8% | +17,428.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 all: compounded portfolio wealth divided by compounded CAH 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…
all analysis · Full analysis span regression · 6 months rolling