+32.1%
CL vs DHI
+9.6%
+22.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +8.1% | -4.8% | +1.7% |
| 7D | +7.7% | +9.8% | -2.1% | +5.7% |
| 30D | +15.2% | +17.8% | -2.6% | +11.7% |
| 3M | +7.3% | +4.7% | +2.6% | +6.0% |
| 6M | +17.0% | +10.0% | +7.0% | +14.2% |
| YTD | +28.0% | +10.0% | +18.0% | +23.9% |
| 1Y | +32.1% | +9.1% | +23.0% | +28.2% |
| All | +32.1% | +9.6% | +22.5% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling