+129.3%
ILMN vs PHM
+59.3%
+70.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -2.9% | -4.1% | +1.3% | -1.5% |
| 30D | -23.8% | +16.1% | -40.0% | -28.4% |
| 3M | +7.5% | -2.5% | +10.0% | +7.8% |
| 6M | +42.8% | +12.9% | +29.9% | +34.0% |
| YTD | +57.8% | +9.0% | +48.8% | +48.2% |
| 1Y | +72.6% | +8.2% | +64.4% | +62.3% |
| 3Y | +129.3% | +58.4% | +70.9% | +58.0% |
| All | +129.3% | +59.3% | +70.1% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling