+208.4%
DHR vs CL
+51.8%
+156.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -0.8% | -1.4% | +0.5% | -0.3% |
| 30D | +0.2% | -5.2% | +5.4% | +2.2% |
| 3M | +12.1% | +3.3% | +8.7% | +10.4% |
| 6M | +5.4% | -4.4% | +9.8% | +6.8% |
| YTD | -10.0% | +13.9% | -23.9% | -15.4% |
| 1Y | +4.1% | +7.6% | -3.6% | -0.1% |
| 3Y | -5.2% | +29.6% | -34.8% | -18.0% |
| 5Y | -28.2% | +28.1% | -56.3% | -38.0% |
| 10Y | +208.4% | +53.4% | +155.0% | +145.1% |
| All | +208.4% | +51.8% | +156.6% | +145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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