+60,984.4%
DHR vs CLF
+646.3%
+60,338.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.5% |
| 7D | -0.9% | -19.6% | +18.7% | +1.8% |
| 30D | +5.4% | -5.0% | +10.4% | +5.5% |
| 3M | +15.3% | -6.3% | +21.6% | +15.4% |
| 6M | +32.1% | +2.8% | +29.4% | +29.5% |
| YTD | +1.2% | -13.7% | +14.9% | +0.4% |
| 1Y | +10.1% | +13.6% | -3.5% | +5.3% |
| 3Y | +19.9% | -34.0% | +53.8% | +17.0% |
| 5Y | -8.8% | -48.7% | +40.0% | -10.6% |
| 10Y | +255.3% | +113.4% | +141.9% | +152.2% |
| All | +60,984.4% | +646.3% | +60,338.0% | +20,978.4% |
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