+196.3%
DHR vs CLSK
-63.3%
+259.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.5% |
| 3M | +9.4% | -14.1% | +23.5% | +9.5% |
| 6M | +3.2% | +32.9% | -29.8% | +2.5% |
| YTD | -12.0% | +26.5% | -38.5% | -12.6% |
| 1Y | +4.9% | +27.6% | -22.7% | +3.9% |
| 3Y | -7.4% | +190.9% | -198.3% | -10.0% |
| 5Y | -29.8% | -0.4% | -29.4% | -31.9% |
| All | +196.3% | -63.3% | +259.6% | +187.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling