-11.6%
DHR vs CSGP
-63.4%
+51.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.7% | +6.4% | +3.1% |
| 7D | -0.9% | +1.3% | -2.1% | -1.4% |
| 30D | +5.4% | +10.7% | -5.3% | +0.8% |
| 3M | +15.3% | +3.3% | +12.1% | +12.2% |
| 6M | +32.1% | -10.3% | +42.5% | +33.7% |
| YTD | +1.2% | -54.6% | +55.7% | +27.0% |
| 1Y | +10.1% | -54.6% | +64.7% | +38.0% |
| 3Y | +19.9% | -60.3% | +80.2% | +53.6% |
| All | -11.6% | -63.4% | +51.8% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling