+48.0%
ADI vs PHM
-14.5%
+62.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.4% |
| 7D | +1.3% | -6.4% | +7.7% | +3.5% |
| 30D | -6.0% | -12.1% | +6.1% | -2.0% |
| 3M | -7.7% | -1.5% | -6.2% | -8.7% |
| 6M | +14.0% | -6.0% | +20.0% | +14.7% |
| YTD | +34.4% | -0.3% | +34.7% | +31.4% |
| 1Y | +48.0% | -13.3% | +61.3% | +48.5% |
| All | +48.0% | -14.5% | +62.4% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling