+62,539.0%
DHR vs CLF
+737.5%
+61,801.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.5% | -0.2% |
| 7D | +2.6% | -9.1% | +11.7% | +3.7% |
| 30D | +7.4% | -0.9% | +8.3% | +7.0% |
| 3M | +13.0% | +3.0% | +10.0% | +11.6% |
| 6M | +38.5% | +16.7% | +21.8% | +33.5% |
| YTD | +3.8% | -3.2% | +6.9% | +1.5% |
| 1Y | +12.6% | +24.6% | -12.0% | +6.5% |
| 3Y | +22.0% | -22.3% | +44.3% | +16.6% |
| 5Y | -9.5% | -41.2% | +31.7% | -12.9% |
| 10Y | +249.4% | +83.5% | +165.8% | +154.0% |
| All | +62,539.0% | +737.5% | +61,801.5% | +21,197.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling