+247.9%
DHR vs CMS
+127.7%
+120.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.9% |
| 7D | +3.1% | -0.9% | +4.0% | +3.5% |
| 30D | +7.0% | +7.1% | -0.1% | +4.2% |
| 3M | +15.0% | -1.3% | +16.3% | +15.3% |
| 6M | +37.9% | -2.7% | +40.6% | +38.8% |
| YTD | +3.3% | +2.6% | +0.7% | +1.6% |
| 1Y | +12.8% | -2.0% | +14.8% | +12.9% |
| 3Y | +22.4% | +39.6% | -17.2% | +4.7% |
| 5Y | -9.1% | +35.3% | -44.4% | -21.7% |
| 10Y | +247.9% | +132.3% | +115.6% | +161.0% |
| All | +247.9% | +127.7% | +120.2% | +161.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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