+1,748.9%
DHR vs CF
+5,948.3%
-4,199.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.1% |
| 7D | -3.9% | +6.0% | -9.9% | -4.9% |
| 30D | +4.0% | +14.8% | -10.8% | +1.5% |
| 3M | +11.5% | +14.1% | -2.6% | +8.7% |
| 6M | +1.9% | +28.5% | -26.7% | -4.1% |
| YTD | -8.9% | +74.9% | -83.9% | -19.0% |
| 1Y | +5.1% | +61.7% | -56.6% | -5.5% |
| 3Y | -10.3% | +80.3% | -90.6% | -22.1% |
| 5Y | -27.8% | +226.0% | -253.8% | -45.8% |
| 10Y | +203.6% | +569.9% | -366.2% | +83.2% |
| All | +1,748.9% | +5,948.3% | -4,199.4% | +525.0% |
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