+20.7%
DHI vs CLX
-36.5%
+57.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.2% |
| 7D | -3.4% | -5.7% | +2.3% | -1.1% |
| 30D | -5.4% | -17.0% | +11.6% | +1.8% |
| 3M | -10.4% | -9.7% | -0.8% | -6.8% |
| 6M | -2.8% | -19.8% | +17.1% | +5.5% |
| YTD | -3.4% | -9.8% | +6.4% | -0.1% |
| 1Y | -22.9% | -26.2% | +3.3% | -14.5% |
| 3Y | +20.7% | -36.2% | +56.9% | +30.1% |
| All | +20.7% | -36.5% | +57.1% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling