+58.0%
ILMN vs PHM
+669.9%
-611.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.9% |
| 7D | +0.7% | -6.1% | +6.8% | +2.9% |
| 30D | -22.7% | +13.7% | -36.5% | -26.6% |
| 3M | +8.6% | -1.5% | +10.2% | +8.2% |
| 6M | +43.8% | +11.3% | +32.6% | +36.4% |
| YTD | +59.8% | +8.9% | +50.8% | +51.3% |
| 1Y | +71.8% | +6.1% | +65.7% | +64.0% |
| 3Y | +119.0% | +57.7% | +61.3% | +78.9% |
| 5Y | -43.8% | +159.0% | -202.8% | -62.0% |
| All | +58.0% | +669.9% | -611.9% | -18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling