+204.4%
DHR vs CME
+280.4%
-76.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -5.0% | -2.4% | -2.6% | -4.3% |
| 30D | -3.3% | +6.2% | -9.5% | -5.1% |
| 3M | +9.4% | +4.4% | +5.0% | +7.8% |
| 6M | +3.2% | -9.6% | +12.8% | +5.7% |
| YTD | -12.0% | +3.8% | -15.8% | -13.9% |
| 1Y | +4.9% | +9.5% | -4.6% | +0.7% |
| 3Y | -7.4% | +51.9% | -59.3% | -22.0% |
| 5Y | -29.8% | +78.7% | -108.5% | -44.3% |
| All | +204.4% | +280.4% | -76.0% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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