+63.2%
DHI vs CLX
-38.5%
+101.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.1% |
| 7D | -3.4% | -5.7% | +2.3% | -1.2% |
| 30D | -5.4% | -17.0% | +11.6% | +1.5% |
| 3M | -10.4% | -9.7% | -0.8% | -7.0% |
| 6M | -2.8% | -19.8% | +17.1% | +5.1% |
| YTD | -3.4% | -9.8% | +6.4% | -0.3% |
| 1Y | -22.9% | -26.2% | +3.3% | -14.5% |
| 3Y | +20.7% | -36.2% | +56.9% | +38.5% |
| All | +63.2% | -38.5% | +101.8% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling