+249.8%
DHR vs CHRW
+128.6%
+121.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +1.2% | +7.3% | -6.1% | -0.3% |
| 30D | +3.7% | -3.6% | +7.3% | +4.2% |
| 3M | +14.5% | -9.6% | +24.1% | +16.1% |
| 6M | +40.9% | -17.0% | +57.9% | +44.0% |
| YTD | +2.4% | -15.4% | +17.8% | +3.0% |
| 1Y | +6.1% | -10.0% | +16.1% | +5.1% |
| 3Y | +21.0% | +82.2% | -61.1% | -3.6% |
| 5Y | -11.4% | +59.4% | -70.8% | -27.8% |
| All | +249.8% | +128.6% | +121.1% | +150.6% |
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