-5.2%
DHR vs CTAS
+65.1%
-70.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | +0.2% | -1.0% | +1.2% | +0.6% |
| 3M | +12.1% | +15.8% | -3.7% | +5.9% |
| 6M | +5.4% | -1.0% | +6.4% | +5.2% |
| YTD | -10.0% | +7.4% | -17.4% | -12.8% |
| 1Y | +4.1% | -0.1% | +4.2% | +3.3% |
| 3Y | -5.2% | +66.3% | -71.5% | -20.9% |
| All | -5.2% | +65.1% | -70.2% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling