+19.9%
DHR vs CSX
+68.4%
-48.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +2.8% |
| 7D | -0.9% | -5.5% | +4.7% | +1.0% |
| 30D | +5.4% | +4.9% | +0.4% | +3.5% |
| 3M | +15.3% | -2.9% | +18.2% | +16.3% |
| 6M | +32.1% | +8.3% | +23.8% | +28.2% |
| YTD | +1.2% | +36.7% | -35.6% | -10.2% |
| 1Y | +10.1% | +41.5% | -31.4% | -3.6% |
| 3Y | +19.9% | +68.6% | -48.8% | -6.8% |
| All | +19.9% | +68.4% | -48.6% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling