+124.6%
CLF vs DHI
+414.5%
-289.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.2% |
| 7D | -3.5% | -3.4% | -0.1% | -2.0% |
| 30D | -1.6% | -5.4% | +3.9% | +0.7% |
| 3M | -12.0% | -10.4% | -1.6% | -8.2% |
| 6M | +30.0% | -2.8% | +32.7% | +30.0% |
| YTD | -9.2% | -3.4% | -5.8% | -9.2% |
| 1Y | +2.3% | -22.9% | +25.2% | +12.2% |
| 3Y | -14.4% | +20.7% | -35.1% | -27.8% |
| 5Y | -48.3% | +62.1% | -110.5% | -63.9% |
| All | +124.6% | +414.5% | -289.9% | -14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling