-28.0%
DHR vs CBOE
+136.7%
-164.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.1% |
| 7D | -3.6% | -5.8% | +2.2% | -2.9% |
| 30D | -2.7% | -3.1% | +0.4% | -2.5% |
| 3M | +10.9% | -4.8% | +15.7% | +11.3% |
| 6M | +3.0% | -0.6% | +3.6% | +1.9% |
| YTD | -12.2% | +12.8% | -25.0% | -15.2% |
| 1Y | +3.3% | +19.8% | -16.5% | -1.5% |
| 3Y | -8.2% | +86.9% | -95.2% | -26.6% |
| All | -28.0% | +136.7% | -164.7% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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