-28.0%
DHR vs CMI
+164.8%
-192.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.6% |
| 7D | -3.6% | -0.7% | -2.9% | -3.4% |
| 30D | -2.7% | -12.4% | +9.6% | +1.0% |
| 3M | +10.9% | -14.8% | +25.7% | +15.2% |
| 6M | +3.0% | +0.8% | +2.2% | -0.4% |
| YTD | -12.2% | +10.2% | -22.4% | -18.5% |
| 1Y | +3.3% | +37.4% | -34.1% | -12.4% |
| 3Y | -8.2% | +153.3% | -161.5% | -39.4% |
| All | -28.0% | +164.8% | -192.8% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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