+12.2%
DHR vs CF
+47.0%
-34.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +7.9% |
| 3M | +15.0% | +4.8% | +10.2% | +16.2% |
| 6M | +37.9% | +4.7% | +33.2% | +39.4% |
| YTD | +3.3% | +56.5% | -53.2% | +2.6% |
| All | +12.2% | +47.0% | -34.9% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling