+13.7%
COMP vs PHM
+10.2%
+3.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.9% | -3.5% | -4.3% |
| 7D | +7.2% | +2.9% | +4.3% | +4.9% |
| 30D | +6.4% | +16.5% | -10.1% | -5.8% |
| 3M | -19.4% | +0.6% | -20.1% | -19.9% |
| 6M | +14.6% | +11.6% | +3.0% | +5.3% |
| YTD | -5.5% | +12.1% | -17.6% | -13.7% |
| 1Y | +13.7% | +9.6% | +4.0% | +3.5% |
| All | +13.7% | +10.2% | +3.4% | +3.5% |
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 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