+15.3%
D vs PHM
-14.7%
+30.0%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.7% | -1.6% |
| 7D | -0.4% | -3.9% | +3.4% | +0.1% |
| 30D | -2.1% | -8.6% | +6.5% | -0.9% |
| 3M | -0.7% | -2.9% | +2.2% | -0.5% |
| 6M | +5.6% | -5.7% | +11.3% | +6.0% |
| YTD | +14.6% | +1.9% | +12.7% | +13.8% |
| 1Y | +15.3% | -12.3% | +27.7% | +18.4% |
| All | +15.3% | -14.7% | +30.0% | +18.4% |
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