+3,167.7%
DHR vs CME
+7,349.4%
-4,181.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -3.6% | -1.6% | -2.0% | -3.2% |
| 30D | -2.7% | +5.6% | -8.3% | -4.4% |
| 3M | +10.9% | +5.6% | +5.3% | +8.9% |
| 6M | +3.0% | -8.3% | +11.3% | +5.0% |
| YTD | -12.2% | +4.3% | -16.5% | -14.0% |
| 1Y | +3.3% | +9.1% | -5.8% | -0.3% |
| 3Y | -8.2% | +52.1% | -60.3% | -20.8% |
| 5Y | -29.9% | +79.7% | -109.6% | -42.7% |
| 10Y | +208.5% | +281.8% | -73.3% | +96.7% |
| All | +3,167.7% | +7,349.4% | -4,181.7% | +960.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling