+3.2%
DHR vs CLSK
+31.6%
-28.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.5% | -2.1% |
| 7D | -5.0% | +1.7% | -6.7% | -5.0% |
| 30D | -3.3% | +11.1% | -14.4% | -3.2% |
| 3M | +9.4% | -14.1% | +23.5% | +9.3% |
| 6M | +3.2% | +32.9% | -29.8% | -5.5% |
| All | +3.2% | +31.6% | -28.4% | -5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling