+2,446.2%
EXC vs PHM
+12,054.4%
-9,608.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.3% |
| 7D | +0.1% | +2.9% | -2.9% | -0.4% |
| 30D | +9.0% | +16.5% | -7.5% | +6.5% |
| 3M | +3.3% | +0.6% | +2.6% | +3.0% |
| 6M | +5.7% | +11.6% | -5.9% | +3.7% |
| YTD | +7.3% | +12.1% | -4.7% | +4.9% |
| 1Y | +2.9% | +9.6% | -6.7% | +0.8% |
| 3Y | +29.3% | +62.3% | -33.0% | +17.6% |
| 5Y | +40.1% | +170.4% | -130.4% | +16.1% |
| 10Y | +197.7% | +683.0% | -485.3% | +107.8% |
| All | +2,446.2% | +12,054.4% | -9,608.2% | +989.8% |
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