+249.6%
ALAB vs PHM
+24.2%
+225.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.6% | +11.2% | +13.3% |
| 7D | -5.6% | +3.5% | -9.1% | -6.1% |
| 30D | -36.6% | +21.2% | -57.8% | -39.1% |
| 3M | -35.1% | +2.5% | -37.6% | -35.4% |
| 6M | +8.5% | +16.1% | -7.5% | +4.2% |
| YTD | +30.4% | +16.6% | +13.7% | +23.9% |
| 1Y | +31.0% | +14.4% | +16.6% | +25.0% |
| All | +249.6% | +24.2% | +225.4% | +196.0% |
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