+40.1%
ALAB vs PHM
-14.7%
+54.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +5.0% | +4.1% |
| 7D | +9.6% | -3.9% | +13.5% | +10.0% |
| 30D | -5.3% | -8.6% | +3.3% | -4.7% |
| 3M | -12.0% | -2.9% | -9.1% | -12.7% |
| 6M | +145.7% | -5.7% | +151.4% | +135.8% |
| YTD | +80.7% | +1.9% | +78.8% | +76.8% |
| 1Y | +40.1% | -12.3% | +52.4% | +33.8% |
| All | +40.1% | -14.7% | +54.8% | +33.8% |
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 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