+70.5%
ILMN vs PHM
+746.3%
-675.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +2.7% |
| 7D | -2.6% | +3.5% | -6.1% | -4.0% |
| 30D | -20.6% | +21.2% | -41.8% | -26.2% |
| 3M | +17.5% | +2.5% | +15.0% | +15.5% |
| 6M | +55.6% | +16.1% | +39.5% | +45.6% |
| YTD | +68.3% | +16.6% | +51.7% | +55.7% |
| 1Y | +81.1% | +14.4% | +66.7% | +68.5% |
| 3Y | +112.2% | +71.9% | +40.3% | +68.2% |
| 5Y | -42.6% | +174.3% | -216.9% | -61.9% |
| 10Y | +70.5% | +744.0% | -673.5% | -17.4% |
| All | +70.5% | +746.3% | -675.9% | -17.4% |
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