+616.7%
ADI vs PHM
+557.7%
+59.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.3% |
| 7D | +1.3% | -6.4% | +7.7% | +3.8% |
| 30D | -6.0% | -12.1% | +6.1% | -1.5% |
| 3M | -7.7% | -1.5% | -6.2% | -7.9% |
| 6M | +14.0% | -6.0% | +20.0% | +15.5% |
| YTD | +34.4% | -0.3% | +34.7% | +32.8% |
| 1Y | +48.0% | -13.3% | +61.3% | +53.7% |
| 3Y | +113.3% | +47.6% | +65.7% | +76.2% |
| 5Y | +131.1% | +154.7% | -23.6% | +51.3% |
| All | +616.7% | +557.7% | +59.0% | +240.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling