-22.9%
DHI vs ILMN
+115.7%
-138.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.4% |
| 7D | -3.4% | -5.4% | +2.0% | -2.8% |
| 30D | -5.4% | +7.0% | -12.5% | -6.3% |
| 3M | -10.4% | +24.2% | -34.7% | -12.9% |
| 6M | -2.8% | +69.9% | -72.7% | -8.5% |
| YTD | -3.4% | +57.4% | -60.8% | -9.1% |
| 1Y | -22.9% | +107.9% | -130.8% | -28.8% |
| All | -22.9% | +115.7% | -138.7% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling