+204.4%
DHR vs CG
+321.9%
-117.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.2% | -1.5% |
| 7D | -5.0% | -9.8% | +4.8% | -2.2% |
| 30D | -3.3% | -10.3% | +7.0% | -0.5% |
| 3M | +9.4% | -1.7% | +11.1% | +9.4% |
| 6M | +3.2% | -9.8% | +13.0% | +5.4% |
| YTD | -12.0% | -25.6% | +13.6% | -5.6% |
| 1Y | +4.9% | -32.5% | +37.4% | +15.2% |
| 3Y | -7.4% | +45.6% | -53.0% | -21.3% |
| 5Y | -29.8% | +3.7% | -33.4% | -37.1% |
| All | +204.4% | +321.9% | -117.5% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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