-8.2%
DHR vs CLSK
+211.4%
-219.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.8% | -7.0% | -0.4% |
| 7D | -3.6% | +7.7% | -11.3% | -3.9% |
| 30D | -2.7% | +12.2% | -15.0% | -3.2% |
| 3M | +10.9% | -15.5% | +26.4% | +11.2% |
| 6M | +3.0% | +39.3% | -36.3% | +1.1% |
| YTD | -12.2% | +35.1% | -47.3% | -14.1% |
| 1Y | +3.3% | +34.0% | -30.7% | -0.1% |
| 3Y | -8.2% | +226.3% | -234.5% | -17.8% |
| All | -8.2% | +211.4% | -219.6% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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