+249.8%
DHR vs CLS
+1,916.3%
-1,666.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.4% | +5.8% | +0.9% |
| 7D | +1.2% | +16.3% | -15.1% | -0.3% |
| 30D | +3.7% | -25.7% | +29.4% | +6.2% |
| 3M | +14.5% | -30.9% | +45.4% | +17.6% |
| 6M | +40.9% | -35.5% | +76.4% | +43.8% |
| YTD | +2.4% | -18.7% | +21.1% | +0.4% |
| 1Y | +6.1% | -17.9% | +24.0% | +3.4% |
| 3Y | +21.0% | +838.1% | -817.1% | -23.7% |
| 5Y | -11.4% | +1,971.9% | -1,983.3% | -52.6% |
| All | +249.8% | +1,916.3% | -1,666.5% | +66.1% |
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