+203.8%
DHR vs CAPR
-78.4%
+282.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -3.6% | -11.0% | +7.3% | -3.5% |
| 30D | -2.7% | +99.8% | -102.5% | -3.6% |
| 3M | +10.9% | -66.6% | +77.5% | +11.4% |
| 6M | +3.0% | -75.1% | +78.1% | +3.8% |
| YTD | -12.2% | -71.0% | +58.8% | -11.8% |
| 1Y | +3.3% | +30.0% | -26.7% | -0.5% |
| 3Y | -8.2% | +29.0% | -37.2% | -13.3% |
| 5Y | -29.9% | +70.8% | -100.7% | -34.5% |
| All | +203.8% | -78.4% | +282.2% | +176.2% |
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