-5.2%
DHR vs CLS
+1,316.2%
-1,321.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.6% | -6.8% | -1.4% |
| 7D | -0.8% | +12.8% | -13.6% | -1.3% |
| 30D | +0.2% | +3.8% | -3.6% | 0.0% |
| 3M | +12.1% | -14.6% | +26.7% | +12.5% |
| 6M | +5.4% | +32.2% | -26.8% | +2.5% |
| YTD | -10.0% | +11.6% | -21.6% | -11.9% |
| 1Y | +4.1% | +35.1% | -31.0% | -0.1% |
| 3Y | -5.2% | +1,312.5% | -1,317.7% | -30.8% |
| All | -5.2% | +1,316.2% | -1,321.4% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling