-28.2%
DHR vs CLF
-48.3%
+20.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.0% |
| 7D | -0.8% | +6.5% | -7.3% | -1.6% |
| 30D | +0.2% | +0.2% | 0.0% | +0.1% |
| 3M | +12.1% | -3.1% | +15.1% | +11.7% |
| 6M | +5.4% | +25.0% | -19.6% | +1.3% |
| YTD | -10.0% | -7.5% | -2.5% | -10.8% |
| 1Y | +4.1% | +11.5% | -7.4% | -1.4% |
| 3Y | -5.2% | -13.7% | +8.5% | -11.6% |
| 5Y | -28.2% | -47.0% | +18.8% | -31.5% |
| All | -28.2% | -48.3% | +20.0% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling