+245.2%
DHR vs CSGP
+65.4%
+179.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +0.2% | -7.1% | +7.3% | +2.4% |
| 30D | +6.4% | +3.6% | +2.7% | +3.9% |
| 3M | +13.6% | -2.7% | +16.4% | +12.5% |
| 6M | +41.9% | -8.0% | +49.9% | +42.3% |
| YTD | +3.4% | -55.0% | +58.4% | +30.7% |
| 1Y | +9.9% | -55.8% | +65.6% | +39.4% |
| 3Y | +21.6% | -62.0% | +83.6% | +59.2% |
| 5Y | -10.6% | -62.9% | +52.3% | +14.5% |
| 10Y | +245.2% | +62.6% | +182.6% | +205.5% |
| All | +245.2% | +65.4% | +179.8% | +205.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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