+208.4%
DHR vs CSX
+487.8%
-279.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -0.9% |
| 7D | -0.8% | +0.6% | -1.4% | -1.0% |
| 30D | +0.2% | -2.3% | +2.5% | +1.0% |
| 3M | +12.1% | +4.3% | +7.8% | +10.5% |
| 6M | +5.4% | +23.4% | -17.9% | -2.3% |
| YTD | -10.0% | +36.4% | -46.4% | -19.5% |
| 1Y | +4.1% | +53.0% | -49.0% | -10.9% |
| 3Y | -5.2% | +70.6% | -75.8% | -22.7% |
| 5Y | -28.2% | +65.5% | -93.7% | -41.2% |
| 10Y | +208.4% | +482.4% | -274.0% | +100.2% |
| All | +208.4% | +487.8% | -279.4% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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