+249.4%
DHR vs CB
+246.9%
+2.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | -0.1% |
| 7D | +2.6% | +0.7% | +1.9% | +2.4% |
| 30D | +7.4% | +8.2% | -0.8% | +4.8% |
| 3M | +13.0% | +6.3% | +6.7% | +10.6% |
| 6M | +38.5% | +16.2% | +22.3% | +31.5% |
| YTD | +3.8% | +19.3% | -15.6% | -2.5% |
| 1Y | +12.6% | +29.2% | -16.6% | +3.1% |
| 3Y | +22.0% | +71.4% | -49.5% | +0.8% |
| 5Y | -9.5% | +104.2% | -113.8% | -30.0% |
| 10Y | +249.4% | +246.7% | +2.7% | +125.1% |
| All | +249.4% | +246.9% | +2.4% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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