+1,328.1%
DHR vs CAPR
-99.1%
+1,427.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.6% |
| 7D | -3.9% | -2.0% | -1.9% | -3.9% |
| 30D | +4.0% | +139.2% | -135.2% | +2.9% |
| 3M | +11.5% | -66.4% | +77.9% | +11.9% |
| 6M | +1.9% | -63.1% | +65.0% | +2.1% |
| YTD | -8.9% | -67.4% | +58.5% | -8.6% |
| 1Y | +5.1% | +58.2% | -53.1% | +1.3% |
| 3Y | -10.3% | +42.2% | -52.5% | -14.6% |
| 5Y | -27.8% | +87.3% | -115.0% | -31.8% |
| 10Y | +203.6% | -75.3% | +278.9% | +179.8% |
| All | +1,328.1% | -99.1% | +1,427.2% | +1,171.7% |
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