+27.6%
ILMN vs PHM
+540.0%
-512.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.2% | -2.0% |
| 7D | +1.9% | -2.5% | +4.4% | +2.8% |
| 30D | +12.3% | -9.7% | +21.9% | +16.3% |
| 3M | +33.5% | +2.2% | +31.3% | +31.8% |
| 6M | +69.4% | -5.7% | +75.0% | +71.2% |
| YTD | +60.9% | +2.8% | +58.1% | +56.8% |
| 1Y | +115.0% | -14.4% | +129.4% | +123.5% |
| 3Y | +37.0% | +52.2% | -15.2% | +13.8% |
| 5Y | -53.1% | +154.3% | -207.4% | -67.9% |
| 10Y | +27.6% | +545.9% | -518.3% | -37.9% |
| All | +27.6% | +540.0% | -512.5% | -37.9% |
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