+5.1%
DHR vs CHRW
+16.7%
-11.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.6% |
| 7D | -3.9% | -1.8% | -2.1% | -3.8% |
| 30D | +4.0% | -3.9% | +7.9% | +4.3% |
| 3M | +11.5% | -19.7% | +31.2% | +13.0% |
| 6M | +1.9% | -21.7% | +23.6% | +2.9% |
| YTD | -8.9% | -7.5% | -1.4% | -9.2% |
| 1Y | +5.1% | +17.3% | -12.2% | +4.4% |
| All | +5.1% | +16.7% | -11.6% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 1y: compounded portfolio wealth divided by compounded CHRW 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…
1y analysis · Full analysis span regression · 6 months rolling