+215.7%
DHR vs CI
+143.6%
+72.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -2.4% | -1.1% | -1.3% | -2.2% |
| 30D | -2.2% | +0.5% | -2.6% | -2.3% |
| 3M | +9.0% | -5.2% | +14.1% | +10.0% |
| 6M | +3.5% | +4.3% | -0.9% | +1.9% |
| YTD | -10.1% | +2.8% | -12.9% | -11.4% |
| 1Y | +6.2% | -5.8% | +12.0% | +6.3% |
| 3Y | -5.4% | +4.7% | -10.1% | -9.9% |
| 5Y | -27.9% | +42.7% | -70.6% | -37.9% |
| 10Y | +215.7% | +141.0% | +74.8% | +131.2% |
| All | +215.7% | +143.6% | +72.1% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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