+21.0%
DHR vs CF
+68.9%
-47.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.4% |
| 7D | +1.2% | +4.8% | -3.6% | +1.2% |
| 30D | +3.7% | +4.7% | -1.0% | +3.8% |
| 3M | +14.5% | +7.4% | +7.1% | +14.5% |
| 6M | +40.9% | +0.6% | +40.3% | +40.9% |
| YTD | +2.4% | +64.1% | -61.7% | -3.1% |
| 1Y | +6.1% | +51.4% | -45.3% | +1.4% |
| 3Y | +21.0% | +67.8% | -46.8% | +8.3% |
| All | +21.0% | +68.9% | -47.9% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling