-51.4%
ILMN vs PHM
+145.9%
-197.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +1.2% | -3.2% | +4.4% | +2.8% |
| 30D | +9.2% | -6.4% | +15.6% | +12.4% |
| 3M | +29.8% | +5.5% | +24.4% | +25.6% |
| 6M | +69.2% | -5.4% | +74.6% | +71.3% |
| YTD | +66.4% | +6.6% | +59.8% | +57.4% |
| 1Y | +123.4% | -8.8% | +132.2% | +128.0% |
| 3Y | +33.2% | +54.1% | -21.0% | -1.7% |
| All | -51.4% | +145.9% | -197.4% | -74.5% |
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