+215.7%
DHR vs CLF
+116.4%
+99.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | -2.4% | -2.7% | +0.2% | -2.2% |
| 30D | -2.2% | -3.2% | +1.0% | -1.9% |
| 3M | +9.0% | -5.0% | +13.9% | +8.9% |
| 6M | +3.5% | +26.6% | -23.1% | 0.0% |
| YTD | -10.1% | -9.0% | -1.2% | -10.7% |
| 1Y | +6.2% | +11.8% | -5.6% | +2.0% |
| 3Y | -5.4% | -15.1% | +9.7% | -9.6% |
| 5Y | -27.9% | -48.2% | +20.3% | -29.3% |
| 10Y | +215.7% | +127.6% | +88.2% | +147.8% |
| All | +215.7% | +116.4% | +99.3% | +147.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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