+12.6%
DHR vs CL
+28.1%
-15.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +2.6% | +2.6% | 0.0% | +2.4% |
| 30D | +7.4% | +11.8% | -4.3% | +5.9% |
| 3M | +13.0% | +5.9% | +7.1% | +12.0% |
| 6M | +38.5% | +13.3% | +25.2% | +36.5% |
| YTD | +3.8% | +27.1% | -23.4% | +2.3% |
| 1Y | +12.6% | +28.0% | -15.4% | +10.8% |
| All | +12.6% | +28.1% | -15.5% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling