+19.9%
DHR vs CP
+26.5%
-6.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.4% |
| 7D | -0.9% | +2.8% | -3.6% | -1.9% |
| 30D | +5.4% | +10.2% | -4.8% | +1.4% |
| 3M | +15.3% | +2.4% | +13.0% | +14.2% |
| 6M | +32.1% | +7.7% | +24.5% | +28.2% |
| YTD | +1.2% | +26.0% | -24.8% | -8.2% |
| 1Y | +10.1% | +34.6% | -24.5% | -3.0% |
| 3Y | +19.9% | +26.7% | -6.8% | +6.7% |
| All | +19.9% | +26.5% | -6.6% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling