+245.2%
DHR vs CNH
+113.9%
+131.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.8% |
| 7D | +0.2% | +6.7% | -6.5% | -1.5% |
| 30D | +6.4% | +7.2% | -0.8% | +4.3% |
| 3M | +13.6% | +17.5% | -3.9% | +8.3% |
| 6M | +41.9% | +15.0% | +26.9% | +34.8% |
| YTD | +3.4% | +36.8% | -33.4% | -6.7% |
| 1Y | +9.9% | +27.6% | -17.8% | +0.8% |
| 3Y | +21.6% | +34.3% | -12.8% | +8.5% |
| 5Y | -10.6% | -12.2% | +1.6% | -13.5% |
| 10Y | +245.2% | +113.9% | +131.3% | +169.9% |
| All | +245.2% | +113.9% | +131.3% | +169.9% |
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