+365.7%
ALAB vs PHM
+9.5%
+356.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.5% | -3.4% | -6.2% |
| 7D | +3.2% | -2.5% | +5.7% | +3.8% |
| 30D | -13.6% | -9.7% | -3.9% | -11.8% |
| 3M | -16.6% | +2.2% | -18.8% | -17.7% |
| 6M | +142.3% | -5.7% | +148.0% | +142.1% |
| YTD | +73.6% | +2.8% | +70.8% | +69.2% |
| 1Y | +33.7% | -14.4% | +48.1% | +36.4% |
| All | +365.7% | +9.5% | +356.1% | +304.4% |
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