+1,152.8%
DHR vs CBOE
+1,020.3%
+132.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -2.4% | -0.8% | -1.6% | -2.2% |
| 30D | -2.2% | +2.7% | -4.8% | -3.0% |
| 3M | +9.0% | +0.7% | +8.2% | +8.0% |
| 6M | +3.5% | -2.0% | +5.5% | +2.5% |
| YTD | -10.1% | +17.1% | -27.3% | -15.3% |
| 1Y | +6.2% | +26.5% | -20.3% | -2.3% |
| 3Y | -5.4% | +96.1% | -101.5% | -25.1% |
| 5Y | -27.9% | +149.3% | -177.2% | -47.5% |
| 10Y | +215.7% | +386.5% | -170.8% | +77.7% |
| All | +1,152.8% | +1,020.3% | +132.5% | +373.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling