+135.1%
ADI vs PHM
+152.6%
-17.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.9% |
| 7D | +2.6% | -3.9% | +6.5% | +4.2% |
| 30D | -4.6% | -8.6% | +3.9% | -1.3% |
| 3M | -9.5% | -2.9% | -6.6% | -9.2% |
| 6M | +14.8% | -5.7% | +20.6% | +16.3% |
| YTD | +35.8% | +1.9% | +34.0% | +32.6% |
| 1Y | +48.9% | -12.3% | +61.3% | +54.5% |
| 3Y | +115.6% | +50.8% | +64.8% | +68.4% |
| 5Y | +135.1% | +157.3% | -22.2% | +39.6% |
| All | +135.1% | +152.6% | -17.5% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling