+359.8%
ARKK vs PHM
+613.6%
-253.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.3% |
| 7D | +1.4% | -3.9% | +5.3% | +3.2% |
| 30D | +5.1% | -8.6% | +13.7% | +9.4% |
| 3M | +12.7% | -2.9% | +15.7% | +13.5% |
| 6M | +13.8% | -5.7% | +19.5% | +15.7% |
| YTD | +9.9% | +1.9% | +8.1% | +6.8% |
| 1Y | +10.4% | -12.3% | +22.7% | +14.6% |
| 3Y | +93.6% | +50.8% | +42.8% | +50.3% |
| 5Y | -29.4% | +157.3% | -186.7% | -57.5% |
| 10Y | +336.9% | +566.5% | -229.7% | +77.5% |
| All | +359.8% | +613.6% | -253.8% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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