-28.0%
DHR vs CARR
+8.3%
-36.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.7% |
| 7D | -3.6% | -3.8% | +0.1% | -2.3% |
| 30D | -2.7% | -8.9% | +6.2% | +0.4% |
| 3M | +10.9% | -17.3% | +28.2% | +18.0% |
| 6M | +3.0% | -1.4% | +4.4% | +1.4% |
| YTD | -12.2% | +10.0% | -22.2% | -17.6% |
| 1Y | +3.3% | -6.4% | +9.7% | +3.1% |
| 3Y | -8.2% | +1.5% | -9.8% | -13.9% |
| All | -28.0% | +8.3% | -36.4% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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