+215.7%
DHR vs CP
+224.3%
-8.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.3% |
| 7D | -2.4% | +0.6% | -3.0% | -2.7% |
| 30D | -2.2% | -0.5% | -1.7% | -2.0% |
| 3M | +9.0% | +0.1% | +8.9% | +8.9% |
| 6M | +3.5% | +7.8% | -4.3% | 0.0% |
| YTD | -10.1% | +22.9% | -33.0% | -18.1% |
| 1Y | +6.2% | +21.3% | -15.1% | -2.8% |
| 3Y | -5.4% | +20.4% | -25.7% | -14.3% |
| 5Y | -27.9% | +34.9% | -62.8% | -38.2% |
| 10Y | +215.7% | +233.3% | -17.6% | +96.1% |
| All | +215.7% | +224.3% | -8.6% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling