+204.4%
DHR vs CHRW
+182.4%
+21.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.4% |
| 7D | -5.0% | +4.4% | -9.3% | -5.9% |
| 30D | -3.3% | +5.5% | -8.8% | -4.6% |
| 3M | +9.4% | -17.3% | +26.7% | +13.1% |
| 6M | +3.2% | -12.7% | +15.8% | +4.9% |
| YTD | -12.0% | -4.1% | -7.9% | -13.2% |
| 1Y | +4.9% | +21.2% | -16.3% | -3.2% |
| 3Y | -7.4% | +88.9% | -96.3% | -25.8% |
| 5Y | -29.8% | +93.1% | -122.8% | -45.0% |
| All | +204.4% | +182.4% | +21.9% | +102.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling