-10.0%
DHR vs CB
+107.6%
-117.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | +1.2% | +2.9% | -1.7% | +0.3% |
| 30D | +3.7% | +7.3% | -3.6% | +1.5% |
| 3M | +14.5% | +9.4% | +5.1% | +11.3% |
| 6M | +40.9% | +19.6% | +21.3% | +32.8% |
| YTD | +2.4% | +21.5% | -19.1% | -4.2% |
| 1Y | +6.1% | +28.0% | -21.9% | -2.6% |
| 3Y | +21.0% | +74.9% | -53.9% | -2.0% |
| All | -10.0% | +107.6% | -117.6% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling