-39.8%
AA vs PHM
+10.2%
-50.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.0% |
| 7D | +5.3% | -6.1% | +11.4% | +6.9% |
| 30D | -2.3% | +13.7% | -16.0% | -4.6% |
| 3M | -20.8% | -1.5% | -19.3% | -19.9% |
| 6M | -39.8% | +11.3% | -51.1% | -42.2% |
| All | -39.8% | +10.2% | -50.0% | -42.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling