-5.2%
DHR vs CNH
+7.5%
-12.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.6% | +4.4% | +0.1% |
| 7D | -0.8% | +8.8% | -9.6% | -2.9% |
| 30D | +0.2% | +24.7% | -24.4% | -5.3% |
| 3M | +12.1% | +27.3% | -15.3% | +4.8% |
| 6M | +5.4% | +23.2% | -17.7% | -1.1% |
| YTD | -10.0% | +48.9% | -58.9% | -20.5% |
| 1Y | +4.1% | +19.4% | -15.3% | -2.1% |
| 3Y | -5.2% | +7.8% | -12.9% | -11.5% |
| All | -5.2% | +7.5% | -12.7% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling