+9.1%
DHI vs CLX
-6.5%
+15.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +5.7% | +2.4% | +5.3% |
| 7D | +9.8% | +14.2% | -4.4% | +2.9% |
| 30D | +17.8% | +22.7% | -4.8% | +6.8% |
| 3M | +4.7% | -2.8% | +7.5% | +5.3% |
| 6M | +10.0% | +17.7% | -7.7% | +1.5% |
| YTD | +10.0% | +3.3% | +6.6% | +2.6% |
| 1Y | +9.1% | -5.6% | +14.8% | +10.7% |
| All | +9.1% | -6.5% | +15.7% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling