+208.4%
DHR vs CMS
+117.1%
+91.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | -0.8% | +1.2% | -2.0% | -1.3% |
| 30D | +0.2% | -3.2% | +3.4% | +1.3% |
| 3M | +12.1% | -2.2% | +14.3% | +12.9% |
| 6M | +5.4% | -9.4% | +14.8% | +9.1% |
| YTD | -10.0% | +0.7% | -10.7% | -10.7% |
| 1Y | +4.1% | +0.4% | +3.7% | +3.2% |
| 3Y | -5.2% | +35.2% | -40.4% | -17.7% |
| 5Y | -28.2% | +24.1% | -52.4% | -36.0% |
| 10Y | +208.4% | +115.8% | +92.6% | +136.1% |
| All | +208.4% | +117.1% | +91.3% | +136.1% |
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