+1,028.0%
ILMN vs PHM
+2,834.4%
-1,806.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.2% | -1.6% |
| 7D | -9.8% | +2.9% | -12.7% | -10.7% |
| 30D | -22.7% | +16.5% | -39.2% | -26.5% |
| 3M | +12.1% | +0.6% | +11.4% | +11.0% |
| 6M | +51.5% | +11.6% | +39.9% | +45.0% |
| YTD | +63.9% | +12.1% | +51.8% | +55.6% |
| 1Y | +76.6% | +9.6% | +67.0% | +68.6% |
| 3Y | +124.6% | +62.3% | +62.3% | +90.1% |
| 5Y | -42.7% | +170.4% | -213.1% | -58.3% |
| 10Y | +59.7% | +683.0% | -623.3% | -18.3% |
| All | +1,028.0% | +2,834.4% | -1,806.5% | +234.7% |
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