-6.0%
DHR vs CLX
-35.1%
+29.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.4% |
| 7D | -2.4% | -4.9% | +2.5% | -1.1% |
| 30D | -2.2% | -15.8% | +13.7% | +2.2% |
| 3M | +9.0% | -7.9% | +16.9% | +11.1% |
| 6M | +3.5% | -19.0% | +22.5% | +8.8% |
| YTD | -10.1% | -7.9% | -2.2% | -8.9% |
| 1Y | +6.2% | -25.4% | +31.6% | +14.2% |
| All | -6.0% | -35.1% | +29.1% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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