+2,050.2%
DHR vs ICE
+2,600.8%
-550.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +1.2% | +3.6% | -2.4% | +0.2% |
| 30D | +3.7% | +15.1% | -11.4% | -0.5% |
| 3M | +14.5% | +15.4% | -0.9% | +9.7% |
| 6M | +40.9% | +16.1% | +24.8% | +34.6% |
| YTD | +2.4% | +11.4% | -9.0% | -1.4% |
| 1Y | +6.1% | +18.5% | -12.3% | +0.4% |
| 3Y | +21.0% | +70.5% | -49.5% | +3.1% |
| 5Y | -11.4% | +40.9% | -52.3% | -20.7% |
| 10Y | +241.8% | +260.6% | -18.8% | +140.9% |
| All | +2,050.2% | +2,600.8% | -550.7% | +947.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling