+195.7%
DHR vs CLSK
-60.8%
+256.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.8% | -7.0% | -0.3% |
| 7D | -3.6% | +7.7% | -11.3% | -3.7% |
| 30D | -2.7% | +12.2% | -15.0% | -2.9% |
| 3M | +10.9% | -15.5% | +26.4% | +11.0% |
| 6M | +3.0% | +39.3% | -36.3% | +2.4% |
| YTD | -12.2% | +35.1% | -47.3% | -12.9% |
| 1Y | +3.3% | +34.0% | -30.7% | +2.3% |
| 3Y | -8.2% | +226.3% | -234.5% | -10.9% |
| 5Y | -29.9% | +6.4% | -36.3% | -32.1% |
| All | +195.7% | -60.8% | +256.6% | +186.4% |
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