+1,499.5%
DHR vs CAPR
-99.0%
+1,598.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.7% | +7.4% | -1.3% |
| 7D | +2.6% | +19.1% | -16.5% | +2.4% |
| 30D | +4.2% | +48.8% | -44.7% | +3.7% |
| 3M | +13.0% | +144.4% | -131.4% | +11.7% |
| 6M | +40.2% | -67.5% | +107.7% | +40.6% |
| YTD | +2.0% | -64.5% | +66.5% | +2.1% |
| 1Y | +6.6% | +74.4% | -67.8% | +2.6% |
| 3Y | +19.9% | +265.7% | -245.8% | +13.0% |
| 5Y | -11.7% | +196.0% | -207.7% | -17.1% |
| 10Y | +240.6% | -62.4% | +302.9% | +212.4% |
| All | +1,499.5% | -99.0% | +1,598.4% | +1,321.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling