+54,250.3%
DHR vs CHD
+10,010.3%
+44,240.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.9% | -0.7% |
| 7D | -0.8% | -2.9% | +2.1% | -0.1% |
| 30D | +0.2% | -6.2% | +6.4% | +1.8% |
| 3M | +12.1% | +1.6% | +10.5% | +11.6% |
| 6M | +5.4% | -3.5% | +8.9% | +6.1% |
| YTD | -10.0% | +16.2% | -26.2% | -13.7% |
| 1Y | +4.1% | +3.4% | +0.7% | +2.7% |
| 3Y | -5.2% | +4.6% | -9.8% | -7.4% |
| 5Y | -28.2% | +21.1% | -49.4% | -32.8% |
| 10Y | +208.4% | +126.5% | +81.9% | +144.5% |
| All | +54,250.3% | +10,010.3% | +44,240.0% | +19,675.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling