-11.6%
DHR vs CL
+39.7%
-51.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.3% |
| 7D | -0.9% | +1.3% | -2.2% | -1.3% |
| 30D | +5.4% | +11.4% | -6.0% | +2.0% |
| 3M | +15.3% | +4.4% | +10.9% | +13.6% |
| 6M | +32.1% | +10.8% | +21.4% | +27.7% |
| YTD | +1.2% | +25.1% | -23.9% | -6.4% |
| 1Y | +10.1% | +28.0% | -17.9% | +1.0% |
| 3Y | +19.9% | +37.6% | -17.8% | +2.8% |
| All | -11.6% | +39.7% | -51.3% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling