+22.0%
DHR vs CSGP
-61.1%
+83.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +1.1% |
| 7D | +2.6% | -3.2% | +5.8% | +3.3% |
| 30D | +7.4% | +2.2% | +5.2% | +5.8% |
| 3M | +13.0% | -3.7% | +16.6% | +12.5% |
| 6M | +38.5% | -7.4% | +45.9% | +38.8% |
| YTD | +3.8% | -54.9% | +58.7% | +27.2% |
| 1Y | +12.6% | -54.9% | +67.5% | +37.8% |
| 3Y | +22.0% | -61.9% | +83.9% | +50.7% |
| All | +22.0% | -61.1% | +83.1% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling