+1,045.4%
ILMN vs PHM
+2,690.1%
-1,644.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +1.2% | -3.2% | +4.4% | +2.2% |
| 30D | +9.2% | -6.4% | +15.6% | +11.2% |
| 3M | +29.8% | +5.5% | +24.4% | +27.4% |
| 6M | +69.2% | -5.4% | +74.6% | +70.7% |
| YTD | +66.4% | +6.6% | +59.8% | +61.5% |
| 1Y | +123.4% | -8.8% | +132.2% | +126.4% |
| 3Y | +33.2% | +54.1% | -21.0% | +15.2% |
| 5Y | -52.0% | +144.5% | -196.4% | -63.8% |
| 10Y | +33.6% | +569.4% | -535.8% | -28.0% |
| All | +1,045.4% | +2,690.1% | -1,644.8% | +247.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling