+12,289.5%
DHI vs CLX
+1,901.7%
+10,387.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.1% |
| 7D | -6.1% | -5.9% | -0.3% | -4.1% |
| 30D | -10.1% | -17.0% | +6.9% | -4.1% |
| 3M | -7.3% | -9.6% | +2.3% | -4.1% |
| 6M | -6.1% | -21.5% | +15.4% | +1.5% |
| YTD | -5.0% | -8.8% | +3.8% | -2.6% |
| 1Y | -22.1% | -24.7% | +2.6% | -14.8% |
| 3Y | +19.2% | -35.6% | +54.9% | +35.9% |
| 5Y | +59.4% | -37.6% | +97.0% | +80.5% |
| 10Y | +401.8% | -2.4% | +404.2% | +362.1% |
| All | +12,289.5% | +1,901.7% | +10,387.8% | +6,600.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling