+404.6%
DHI vs ILMN
+28.7%
+375.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.0% |
| 7D | -3.4% | -5.4% | +2.0% | -2.0% |
| 30D | -5.4% | +7.0% | -12.5% | -7.3% |
| 3M | -10.4% | +24.2% | -34.7% | -15.9% |
| 6M | -2.8% | +69.9% | -72.7% | -16.4% |
| YTD | -3.4% | +57.4% | -60.8% | -15.8% |
| 1Y | -22.9% | +107.9% | -130.8% | -38.6% |
| 3Y | +20.7% | +37.1% | -16.5% | +4.0% |
| 5Y | +62.1% | -53.7% | +115.8% | +79.9% |
| All | +404.6% | +28.7% | +375.9% | +335.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 10y: compounded portfolio wealth divided by compounded ILMN 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…
10y analysis · Full analysis span regression · 6 months rolling