+53.5%
ALAB vs PHM
+7.4%
+46.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | +16.3% | -4.1% | +20.5% | +16.6% |
| 30D | -26.1% | +16.1% | -42.3% | -27.7% |
| 3M | -31.3% | -2.5% | -28.8% | -30.7% |
| 6M | -1.0% | +12.9% | -13.9% | -4.3% |
| YTD | +33.3% | +9.0% | +24.3% | +27.4% |
| 1Y | +53.5% | +8.2% | +45.4% | +45.8% |
| All | +53.5% | +7.4% | +46.1% | +45.8% |
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