-27.8%
DHR vs COP
+192.4%
-220.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -0.8% | -0.8% | 0.0% | -0.7% |
| 30D | +0.2% | +15.6% | -15.4% | -1.8% |
| 3M | +12.1% | +14.3% | -2.3% | +9.7% |
| 6M | +5.4% | +17.0% | -11.6% | +2.4% |
| YTD | -10.0% | +47.4% | -57.4% | -16.3% |
| 1Y | +4.1% | +52.4% | -48.3% | -4.0% |
| 3Y | -5.2% | +20.8% | -26.0% | -10.9% |
| All | -27.8% | +192.4% | -220.1% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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