+215.7%
DHR vs CASY
+468.0%
-252.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -14.2% | +14.1% | +2.6% |
| 7D | -2.4% | -16.5% | +14.1% | +0.9% |
| 30D | -2.2% | -26.4% | +24.2% | +3.6% |
| 3M | +9.0% | -17.3% | +26.3% | +11.6% |
| 6M | +3.5% | -5.2% | +8.7% | +2.3% |
| YTD | -10.1% | +14.1% | -24.2% | -15.1% |
| 1Y | +6.2% | +16.6% | -10.4% | -0.5% |
| 3Y | -5.4% | +163.7% | -169.1% | -29.0% |
| 5Y | -27.9% | +231.3% | -259.2% | -49.4% |
| 10Y | +215.7% | +462.9% | -247.2% | +92.6% |
| All | +215.7% | +468.0% | -252.3% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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