+203.8%
DHR vs CHD
+126.1%
+77.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -3.6% | -4.5% | +0.8% | -2.2% |
| 30D | -2.7% | -6.7% | +4.0% | -0.6% |
| 3M | +10.9% | -2.7% | +13.7% | +11.8% |
| 6M | +3.0% | -4.9% | +8.0% | +4.4% |
| YTD | -12.2% | +13.3% | -25.5% | -16.1% |
| 1Y | +3.3% | +1.0% | +2.3% | +2.3% |
| 3Y | -8.2% | +1.3% | -9.5% | -10.2% |
| 5Y | -29.9% | +20.8% | -50.7% | -36.2% |
| All | +203.8% | +126.1% | +77.7% | +141.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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