-16.0%
CLF vs DHI
+19.0%
-35.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.3% | -1.3% |
| 7D | -3.7% | -6.1% | +2.5% | -1.6% |
| 30D | -4.7% | -10.1% | +5.4% | -1.3% |
| 3M | -4.7% | -7.3% | +2.6% | -2.7% |
| 6M | +24.0% | -6.1% | +30.1% | +25.4% |
| YTD | -10.9% | -5.0% | -5.9% | -10.6% |
| 1Y | +4.0% | -22.1% | +26.2% | +11.2% |
| All | -16.0% | +19.0% | -35.1% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling