+640.6%
DHR vs CNH
+64.7%
+575.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.6% | -2.4% |
| 7D | -3.9% | +23.3% | -27.2% | -8.2% |
| 30D | +4.0% | +33.5% | -29.5% | -2.4% |
| 3M | +11.5% | +32.7% | -21.2% | +4.4% |
| 6M | +1.9% | +22.2% | -20.3% | -3.5% |
| YTD | -8.9% | +57.7% | -66.6% | -18.5% |
| 1Y | +5.1% | +28.0% | -22.9% | -1.8% |
| 3Y | -10.3% | +11.5% | -21.8% | -15.1% |
| 5Y | -27.8% | +11.9% | -39.7% | -32.8% |
| 10Y | +203.6% | +162.8% | +40.8% | +138.6% |
| All | +640.6% | +64.7% | +575.9% | +513.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling