-6.5%
DHR vs CMS
+35.9%
-42.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -3.9% | +0.4% | -4.3% | -4.0% |
| 30D | +4.0% | -3.6% | +7.6% | +4.9% |
| 3M | +11.5% | -1.9% | +13.4% | +12.1% |
| 6M | +1.9% | -11.0% | +12.8% | +4.7% |
| YTD | -8.9% | +0.2% | -9.1% | -9.3% |
| 1Y | +5.1% | -1.3% | +6.4% | +4.9% |
| All | -6.5% | +35.9% | -42.4% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling