+54,893.9%
DHR vs CI
+7,591.2%
+47,302.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.3% |
| 7D | -3.9% | +1.3% | -5.2% | -4.2% |
| 30D | +4.0% | +4.4% | -0.4% | +2.9% |
| 3M | +11.5% | +0.7% | +10.8% | +11.0% |
| 6M | +1.9% | +0.3% | +1.5% | +1.3% |
| YTD | -8.9% | +3.8% | -12.7% | -10.2% |
| 1Y | +5.1% | -5.5% | +10.6% | +5.1% |
| 3Y | -10.3% | +8.1% | -18.4% | -14.4% |
| 5Y | -27.8% | +42.8% | -70.6% | -35.8% |
| 10Y | +203.6% | +143.9% | +59.7% | +131.3% |
| All | +54,893.9% | +7,591.2% | +47,302.7% | +16,457.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling