+215.7%
DHR vs CNH
+157.1%
+58.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.7% |
| 7D | -2.4% | +1.8% | -4.2% | -2.9% |
| 30D | -2.2% | +32.6% | -34.8% | -9.1% |
| 3M | +9.0% | +29.4% | -20.5% | +1.4% |
| 6M | +3.5% | +26.0% | -22.5% | -3.7% |
| YTD | -10.1% | +52.2% | -62.4% | -20.6% |
| 1Y | +6.2% | +23.9% | -17.7% | -1.3% |
| 3Y | -5.4% | +10.1% | -15.5% | -11.1% |
| 5Y | -27.9% | +13.2% | -41.1% | -34.2% |
| 10Y | +215.7% | +160.7% | +55.1% | +123.9% |
| All | +215.7% | +157.1% | +58.6% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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