+24.4%
ALAB vs PHM
+10.2%
+14.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | -0.1% |
| 7D | -7.5% | +2.9% | -10.4% | -7.5% |
| 30D | -36.8% | +16.5% | -53.3% | -38.1% |
| 3M | -31.9% | +0.6% | -32.5% | -31.5% |
| 6M | +8.2% | +11.6% | -3.4% | +4.8% |
| YTD | +29.9% | +12.1% | +17.9% | +22.3% |
| 1Y | +24.4% | +9.6% | +14.8% | +17.5% |
| All | +24.4% | +10.2% | +14.2% | +17.5% |
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