+93.9%
ILMN vs PHM
+16.2%
+77.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +7.2% | -12.1% | -5.2% |
| 7D | -21.6% | +13.6% | -35.1% | -22.4% |
| 30D | -22.9% | +19.3% | -42.2% | -24.2% |
| 3M | +11.6% | +3.5% | +8.1% | +12.3% |
| 6M | +62.5% | +18.6% | +44.0% | +59.6% |
| YTD | +72.7% | +16.7% | +56.0% | +70.4% |
| 1Y | +93.9% | +14.6% | +79.2% | +92.0% |
| All | +93.9% | +16.2% | +77.7% | +92.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling