+41,898.0%
ADI vs PHM
+11,710.1%
+30,187.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.6% |
| 7D | +13.4% | -6.1% | +19.5% | +15.4% |
| 30D | -1.3% | +13.7% | -15.0% | -5.3% |
| 3M | +6.8% | -1.5% | +8.3% | +6.6% |
| 6M | -1.9% | +11.3% | -13.2% | -5.9% |
| YTD | +52.3% | +8.9% | +43.3% | +46.7% |
| 1Y | +71.6% | +6.1% | +65.5% | +66.6% |
| 3Y | +148.9% | +57.7% | +91.2% | +112.5% |
| 5Y | +140.8% | +159.0% | -18.2% | +76.5% |
| 10Y | +653.6% | +676.2% | -22.6% | +289.9% |
| All | +41,898.0% | +11,710.1% | +30,187.9% | +7,452.9% |
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