-27.8%
DHR vs CHRW
+89.2%
-117.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -1.5% |
| 7D | -0.8% | +1.9% | -2.8% | -1.2% |
| 30D | +0.2% | +0.9% | -0.7% | 0.0% |
| 3M | +12.1% | -19.9% | +31.9% | +16.0% |
| 6M | +5.4% | -15.8% | +21.2% | +7.7% |
| YTD | -10.0% | -5.6% | -4.4% | -10.9% |
| 1Y | +4.1% | +21.0% | -17.0% | -3.3% |
| 3Y | -5.2% | +86.0% | -91.2% | -22.2% |
| All | -27.8% | +89.2% | -117.0% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling