+3,585.7%
ALNY vs PHM
+448.3%
+3,137.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -3.5% | -3.9% | +0.3% | -2.4% |
| 30D | +18.9% | -8.6% | +27.5% | +22.0% |
| 3M | -13.3% | -2.9% | -10.4% | -12.5% |
| 6M | -20.3% | -5.7% | -14.6% | -19.0% |
| YTD | -35.1% | +1.9% | -37.0% | -35.8% |
| 1Y | -46.5% | -12.3% | -34.2% | -45.0% |
| 3Y | +28.1% | +50.8% | -22.7% | +8.7% |
| 5Y | +36.1% | +157.3% | -121.2% | -4.5% |
| 10Y | +269.7% | +566.5% | -296.9% | +77.8% |
| All | +3,585.7% | +448.3% | +3,137.5% | +1,355.7% |
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