+7,803.6%
CI vs PHM
+12,230.3%
-4,426.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -2.2% |
| 7D | -1.6% | +6.2% | -7.8% | -2.9% |
| 30D | +5.4% | +17.9% | -12.5% | +1.6% |
| 3M | +7.3% | +2.5% | +4.8% | +6.4% |
| 6M | +5.3% | +10.8% | -5.5% | +2.3% |
| YTD | +8.5% | +13.7% | -5.2% | +4.3% |
| 1Y | +17.1% | +12.4% | +4.8% | +12.8% |
| 3Y | +1.4% | +65.6% | -64.2% | -12.5% |
| 5Y | +50.5% | +175.3% | -124.9% | +12.9% |
| 10Y | +168.5% | +713.9% | -545.4% | +52.9% |
| All | +7,803.6% | +12,230.3% | -4,426.8% | +1,932.5% |
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 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