+54,893.9%
DHR vs CLX
+2,386.6%
+52,507.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.2% |
| 7D | -3.9% | -9.2% | +5.3% | -1.3% |
| 30D | +4.0% | -11.0% | +15.1% | +7.4% |
| 3M | +11.5% | +5.0% | +6.5% | +9.7% |
| 6M | +1.9% | -18.8% | +20.7% | +7.1% |
| YTD | -8.9% | -4.4% | -4.5% | -8.6% |
| 1Y | +5.1% | -21.9% | +27.0% | +11.3% |
| 3Y | -10.3% | -32.8% | +22.5% | -1.9% |
| 5Y | -27.8% | -34.6% | +6.8% | -21.8% |
| 10Y | +203.6% | -4.7% | +208.3% | +185.5% |
| All | +54,893.9% | +2,386.6% | +52,507.3% | +21,832.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling