-28.2%
DHR vs CAPR
+87.6%
-115.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | -1.1% |
| 7D | -0.8% | -9.5% | +8.7% | -0.7% |
| 30D | +0.2% | +121.5% | -121.3% | -0.8% |
| 3M | +12.1% | -65.4% | +77.4% | +12.6% |
| 6M | +5.4% | -67.5% | +72.9% | +5.9% |
| YTD | -10.0% | -68.6% | +58.6% | -9.6% |
| 1Y | +4.1% | +42.7% | -38.6% | -0.5% |
| 3Y | -5.2% | +43.4% | -48.5% | -15.9% |
| 5Y | -28.2% | +86.0% | -114.3% | -40.4% |
| All | -28.2% | +87.6% | -115.8% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling