+203.8%
DHR vs ICE
+220.6%
-16.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.7% |
| 7D | -3.6% | -2.4% | -1.2% | -2.4% |
| 30D | -2.7% | +4.0% | -6.8% | -4.8% |
| 3M | +10.9% | +13.7% | -2.7% | +3.4% |
| 6M | +3.0% | +0.9% | +2.1% | +1.9% |
| YTD | -12.2% | -2.1% | -10.1% | -12.3% |
| 1Y | +3.3% | -9.5% | +12.8% | +7.4% |
| 3Y | -8.2% | +42.1% | -50.3% | -26.6% |
| 5Y | -29.9% | +41.4% | -71.3% | -44.5% |
| All | +203.8% | +220.6% | -16.8% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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