+32.1%
DHR vs CP
+9.7%
+22.4%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.3% |
| 7D | -0.9% | +2.8% | -3.6% | -1.9% |
| 30D | +5.4% | +10.2% | -4.8% | +0.9% |
| 3M | +15.3% | +2.4% | +13.0% | +14.6% |
| 6M | +32.1% | +7.7% | +24.5% | +30.8% |
| All | +32.1% | +9.7% | +22.4% | +30.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling