-10.3%
DIS vs PHM
-13.4%
+3.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +0.9% |
| 7D | -1.1% | -2.5% | +1.4% | -0.3% |
| 30D | +0.1% | -9.7% | +9.8% | +3.4% |
| 3M | +7.1% | +2.2% | +4.9% | +6.0% |
| 6M | +4.3% | -5.7% | +9.9% | +5.3% |
| YTD | -6.9% | +2.8% | -9.8% | -8.1% |
| 1Y | -10.3% | -14.4% | +4.1% | -7.7% |
| All | -10.3% | -13.4% | +3.1% | -7.7% |
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 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