+433.2%
CLF vs DHI
+12,556.3%
-12,123.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -0.7% |
| 7D | +6.5% | -2.0% | +8.5% | +7.2% |
| 30D | +0.2% | -8.3% | +8.6% | +2.9% |
| 3M | -3.1% | -3.7% | +0.7% | -2.3% |
| 6M | +25.0% | -5.4% | +30.4% | +26.5% |
| YTD | -7.5% | -3.0% | -4.5% | -7.3% |
| 1Y | +11.5% | -23.8% | +35.4% | +19.8% |
| 3Y | -13.7% | +21.8% | -35.5% | -22.1% |
| 5Y | -47.0% | +59.6% | -106.6% | -56.9% |
| 10Y | +116.3% | +391.2% | -274.9% | +20.9% |
| All | +433.2% | +12,556.3% | -12,123.1% | +75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling