+245.2%
DHR vs CAPR
-59.1%
+304.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +26.5% | -26.8% | -0.6% |
| 7D | +0.2% | +25.8% | -25.6% | -0.1% |
| 30D | +6.4% | +50.2% | -43.8% | +5.8% |
| 3M | +13.6% | +185.5% | -171.9% | +12.0% |
| 6M | +41.9% | -64.8% | +106.7% | +42.2% |
| YTD | +3.4% | -61.1% | +64.5% | +3.5% |
| 1Y | +9.9% | +81.0% | -71.1% | +5.3% |
| 3Y | +21.6% | +300.7% | -279.2% | +13.1% |
| 5Y | -10.6% | +223.3% | -233.9% | -17.1% |
| 10Y | +245.2% | -58.8% | +303.9% | +208.5% |
| All | +245.2% | -59.1% | +304.2% | +208.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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