+7,143.9%
DHR vs CHRW
+4,173.0%
+2,970.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | -3.9% | -1.4% | -2.5% | -3.5% |
| 30D | +4.0% | -3.5% | +7.5% | +4.9% |
| 3M | +11.5% | -19.4% | +30.9% | +16.9% |
| 6M | +1.9% | -21.4% | +23.2% | +7.2% |
| YTD | -8.9% | -7.1% | -1.8% | -9.3% |
| 1Y | +5.1% | +17.8% | -12.7% | -3.1% |
| 3Y | -10.3% | +78.8% | -89.1% | -28.5% |
| 5Y | -27.8% | +83.5% | -111.3% | -44.0% |
| 10Y | +203.6% | +160.2% | +43.4% | +105.0% |
| All | +7,143.9% | +4,173.0% | +2,970.9% | +2,403.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling