+247.9%
DHR vs CF
+546.3%
-298.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +3.1% | -0.9% | +4.0% | +3.2% |
| 30D | +7.0% | +6.9% | 0.0% | +6.1% |
| 3M | +15.0% | +4.8% | +10.2% | +14.2% |
| 6M | +37.9% | +4.7% | +33.2% | +36.5% |
| YTD | +3.3% | +56.5% | -53.2% | -3.9% |
| 1Y | +12.8% | +48.4% | -35.6% | +5.6% |
| 3Y | +22.4% | +59.1% | -36.8% | +12.0% |
| 5Y | -9.1% | +109.5% | -118.6% | -21.7% |
| 10Y | +247.9% | +487.0% | -239.0% | +158.1% |
| All | +247.9% | +546.3% | -298.3% | +158.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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