+6.1%
DHR vs CME
+17.3%
-11.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.4% |
| 7D | +1.2% | +3.9% | -2.7% | +1.2% |
| 30D | +3.7% | +11.3% | -7.6% | +3.7% |
| 3M | +14.5% | +19.6% | -5.1% | +14.2% |
| 6M | +40.9% | +8.1% | +32.8% | +37.5% |
| YTD | +2.4% | +20.4% | -18.0% | +1.8% |
| 1Y | +6.1% | +16.5% | -10.4% | +5.0% |
| All | +6.1% | +17.3% | -11.2% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling