-45.5%
ILMN vs PHM
+175.2%
-220.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.4% | +3.3% |
| 7D | -9.7% | +6.2% | -15.9% | -12.6% |
| 30D | -20.4% | +17.9% | -38.3% | -26.9% |
| 3M | +10.0% | +2.5% | +7.5% | +7.5% |
| 6M | +49.5% | +10.8% | +38.7% | +39.6% |
| YTD | +62.5% | +13.7% | +48.8% | +47.5% |
| 1Y | +76.0% | +12.4% | +63.6% | +60.3% |
| 3Y | +94.2% | +65.6% | +28.5% | +35.9% |
| All | -45.5% | +175.2% | -220.8% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling