+4.1%
DHR vs CLF
+7.9%
-3.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.1% |
| 7D | -0.8% | +6.5% | -7.3% | -0.9% |
| 30D | +0.2% | +0.2% | 0.0% | +0.2% |
| 3M | +12.1% | -3.1% | +15.1% | +11.6% |
| 6M | +5.4% | +25.0% | -19.6% | +4.5% |
| YTD | -10.0% | -7.5% | -2.5% | -11.0% |
| 1Y | +4.1% | +11.5% | -7.4% | +6.8% |
| All | +4.1% | +7.9% | -3.8% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling