+203.8%
DHR vs CLS
+3,169.3%
-2,965.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.6% | -6.8% | -0.8% |
| 7D | -3.6% | +10.9% | -14.6% | -4.6% |
| 30D | -2.7% | +2.1% | -4.8% | -3.1% |
| 3M | +10.9% | -10.2% | +21.1% | +11.1% |
| 6M | +3.0% | +30.4% | -27.3% | -2.3% |
| YTD | -12.2% | +17.2% | -29.4% | -16.3% |
| 1Y | +3.3% | +41.0% | -37.7% | -4.9% |
| 3Y | -8.2% | +1,338.0% | -1,346.2% | -44.3% |
| 5Y | -29.9% | +3,860.6% | -3,890.5% | -65.0% |
| All | +203.8% | +3,169.3% | -2,965.6% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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