-28.0%
DHR vs CNC
+10.7%
-38.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.4% |
| 7D | -3.6% | -0.9% | -2.7% | -3.5% |
| 30D | -2.7% | -1.0% | -1.8% | -2.7% |
| 3M | +10.9% | +4.5% | +6.4% | +10.0% |
| 6M | +3.0% | +85.2% | -82.2% | -5.6% |
| YTD | -12.2% | +61.4% | -73.6% | -18.4% |
| 1Y | +3.3% | +94.9% | -91.6% | -6.9% |
| 3Y | -8.2% | 0.0% | -8.2% | -11.5% |
| All | -28.0% | +10.7% | -38.8% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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