+3.3%
DHR vs CHRW
+21.9%
-18.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.6% | +3.5% | -7.1% | -3.8% |
| 30D | -2.7% | +4.6% | -7.3% | -3.1% |
| 3M | +10.9% | -19.7% | +30.6% | +12.7% |
| 6M | +3.0% | -12.4% | +15.4% | +3.3% |
| YTD | -12.2% | -3.9% | -8.3% | -12.7% |
| 1Y | +3.3% | +18.4% | -15.1% | +2.8% |
| All | +3.3% | +21.9% | -18.6% | +2.8% |
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