-28.2%
DHR vs CNH
+7.1%
-35.4%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.6% | +4.4% | +0.2% |
| 7D | -0.8% | +8.8% | -9.6% | -3.1% |
| 30D | +0.2% | +24.7% | -24.4% | -5.6% |
| 3M | +12.1% | +27.3% | -15.3% | +4.4% |
| 6M | +5.4% | +23.2% | -17.7% | -1.5% |
| YTD | -10.0% | +48.9% | -58.9% | -20.7% |
| 1Y | +4.1% | +19.4% | -15.3% | -2.6% |
| 3Y | -5.2% | +7.8% | -12.9% | -10.6% |
| 5Y | -28.2% | +8.7% | -37.0% | -32.8% |
| All | -28.2% | +7.1% | -35.4% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling