-9.1%
DHR vs CNH
-6.4%
-2.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.9% | -8.8% | -0.6% |
| 7D | +3.1% | +8.6% | -5.4% | +1.0% |
| 30D | +7.0% | +12.6% | -5.6% | +3.6% |
| 3M | +15.0% | +17.5% | -2.5% | +9.3% |
| 6M | +37.9% | +18.1% | +19.8% | +29.9% |
| YTD | +3.3% | +40.4% | -37.1% | -8.3% |
| 1Y | +12.8% | +34.0% | -21.2% | +1.4% |
| 3Y | +22.4% | +35.3% | -12.9% | +7.8% |
| 5Y | -9.1% | -5.1% | -4.0% | -13.1% |
| All | -9.1% | -6.4% | -2.7% | -13.1% |
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