+203.8%
DHR vs CDE
+61.6%
+142.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | -3.6% | -3.1% | -0.5% | -3.4% |
| 30D | -2.7% | +9.5% | -12.2% | -3.4% |
| 3M | +10.9% | +25.5% | -14.6% | +8.9% |
| 6M | +3.0% | -7.9% | +10.9% | +2.8% |
| YTD | -12.2% | +15.6% | -27.8% | -14.1% |
| 1Y | +3.3% | +34.0% | -30.7% | -0.8% |
| 3Y | -8.2% | +791.9% | -800.1% | -25.5% |
| 5Y | -29.9% | +197.7% | -227.6% | -40.6% |
| All | +203.8% | +61.6% | +142.2% | +145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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