-27.9%
DHR vs CME
+76.2%
-104.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -2.4% | -0.6% | -1.8% | -2.3% |
| 30D | -2.2% | +4.7% | -6.8% | -3.3% |
| 3M | +9.0% | +7.8% | +1.1% | +6.9% |
| 6M | +3.5% | -11.0% | +14.5% | +5.9% |
| YTD | -10.1% | +4.0% | -14.2% | -11.9% |
| 1Y | +6.2% | +9.1% | -2.9% | +2.5% |
| 3Y | -5.4% | +52.3% | -57.6% | -21.8% |
| 5Y | -27.9% | +76.1% | -104.0% | -41.2% |
| All | -27.9% | +76.2% | -104.1% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling