+203.8%
DHR vs CTAS
+687.6%
-483.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.8% |
| 7D | -3.6% | +0.5% | -4.1% | -3.8% |
| 30D | -2.7% | -0.7% | -2.0% | -2.5% |
| 3M | +10.9% | +11.1% | -0.1% | +5.8% |
| 6M | +3.0% | +2.1% | +0.9% | +1.7% |
| YTD | -12.2% | +8.0% | -20.2% | -15.4% |
| 1Y | +3.3% | -0.5% | +3.8% | +2.8% |
| 3Y | -8.2% | +66.2% | -74.4% | -27.9% |
| 5Y | -29.9% | +109.2% | -139.1% | -50.1% |
| All | +203.8% | +687.6% | -483.8% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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