-58.8%
FICO vs PHM
+14.7%
-73.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.2% | +1.9% |
| 7D | -0.1% | +3.5% | -3.6% | -1.2% |
| 30D | +8.4% | +21.2% | -12.8% | +1.5% |
| 3M | -30.5% | +2.5% | -33.0% | -31.7% |
| 6M | -35.7% | +16.1% | -51.8% | -38.5% |
| YTD | -57.2% | +16.6% | -73.8% | -60.0% |
| All | -58.8% | +14.7% | -73.5% | -61.3% |
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