+52,902.4%
DHR vs CRH
+6,046.1%
+46,856.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | -3.6% | -6.1% | +2.4% | -2.4% |
| 30D | -2.7% | -9.3% | +6.5% | -0.8% |
| 3M | +10.9% | -15.2% | +26.1% | +14.6% |
| 6M | +3.0% | -14.2% | +17.2% | +6.0% |
| YTD | -12.2% | -28.3% | +16.0% | -6.4% |
| 1Y | +3.3% | -21.8% | +25.1% | +8.1% |
| 3Y | -8.2% | +71.6% | -79.8% | -18.8% |
| 5Y | -29.9% | +96.6% | -126.5% | -40.1% |
| 10Y | +208.5% | +253.8% | -45.4% | +130.0% |
| All | +52,902.4% | +6,046.1% | +46,856.3% | +30,173.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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