+854.8%
DHR vs CG
+351.2%
+503.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.2% |
| 7D | -3.9% | -4.3% | +0.4% | -2.8% |
| 30D | +4.0% | -5.1% | +9.1% | +5.2% |
| 3M | +11.5% | +8.7% | +2.8% | +8.7% |
| 6M | +1.9% | -9.2% | +11.1% | +3.8% |
| YTD | -8.9% | -18.9% | +10.0% | -5.0% |
| 1Y | +5.1% | -25.6% | +30.7% | +11.5% |
| 3Y | -10.3% | +57.3% | -67.6% | -23.4% |
| 5Y | -27.8% | +10.2% | -38.0% | -35.1% |
| 10Y | +203.6% | +364.2% | -160.6% | +99.4% |
| All | +854.8% | +351.2% | +503.6% | +532.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling