+203.8%
DHR vs CHTR
-44.7%
+248.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -1.0% |
| 7D | -3.6% | -4.1% | +0.5% | -2.9% |
| 30D | -2.7% | -3.0% | +0.2% | -2.5% |
| 3M | +10.9% | +4.8% | +6.2% | +8.8% |
| 6M | +3.0% | -35.0% | +38.1% | +10.3% |
| YTD | -12.2% | -30.2% | +18.0% | -8.0% |
| 1Y | +3.3% | -44.8% | +48.1% | +14.2% |
| 3Y | -8.2% | -66.6% | +58.3% | +11.3% |
| 5Y | -29.9% | -81.5% | +51.6% | -1.6% |
| All | +203.8% | -44.7% | +248.5% | +218.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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