-44.8%
COMP vs PHM
+146.9%
-191.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +1.4% | -3.2% | +4.6% | +4.4% |
| 30D | -13.3% | -6.4% | -6.9% | -8.0% |
| 3M | +41.1% | +5.5% | +35.6% | +34.7% |
| 6M | +17.2% | -5.4% | +22.6% | +24.2% |
| YTD | +5.2% | +6.6% | -1.4% | -1.5% |
| 1Y | +18.9% | -8.8% | +27.8% | +27.0% |
| 3Y | +215.9% | +54.1% | +161.8% | +97.2% |
| 5Y | -31.2% | +144.5% | -175.7% | -75.8% |
| All | -44.8% | +146.9% | -191.7% | -81.2% |
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