+6,642.4%
ABT vs PHM
+11,456.8%
-4,814.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.7% | -3.2% | -0.5% | -3.3% |
| 30D | +2.5% | -6.4% | +8.9% | +3.4% |
| 3M | +20.2% | +5.5% | +14.7% | +19.2% |
| 6M | -2.9% | -5.4% | +2.5% | -2.4% |
| YTD | -11.9% | +6.6% | -18.5% | -13.0% |
| 1Y | -16.5% | -8.8% | -7.7% | -15.9% |
| 3Y | +12.1% | +54.1% | -42.0% | +3.7% |
| 5Y | -7.4% | +144.5% | -151.9% | -20.5% |
| 10Y | +210.7% | +569.4% | -358.7% | +126.9% |
| All | +6,642.4% | +11,456.8% | -4,814.4% | +2,510.7% |
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