+1,953.7%
DHR vs CF
+5,315.1%
-3,361.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | -0.9% | -3.2% | +2.3% | -0.4% |
| 30D | +5.4% | +4.3% | +1.1% | +4.4% |
| 3M | +15.3% | +2.8% | +12.5% | +14.4% |
| 6M | +32.1% | +0.6% | +31.5% | +30.9% |
| YTD | +1.2% | +56.6% | -55.4% | -8.6% |
| 1Y | +10.1% | +49.6% | -39.5% | +0.2% |
| 3Y | +19.9% | +61.5% | -41.6% | +5.9% |
| 5Y | -8.8% | +124.0% | -132.7% | -26.6% |
| 10Y | +255.3% | +573.2% | -317.9% | +113.4% |
| All | +1,953.7% | +5,315.1% | -3,361.4% | +605.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling