+91.0%
FICO vs PHM
+160.8%
-69.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.8% |
| 7D | +1.4% | -6.1% | +7.5% | +3.9% |
| 30D | -0.8% | +13.7% | -14.5% | -6.1% |
| 3M | -31.3% | -1.5% | -29.8% | -31.2% |
| 6M | -33.9% | +11.3% | -45.2% | -37.1% |
| YTD | -57.6% | +8.9% | -66.5% | -59.7% |
| 1Y | -59.7% | +6.1% | -65.7% | -61.4% |
| 3Y | -28.0% | +57.7% | -85.7% | -46.8% |
| 5Y | +91.0% | +159.0% | -68.0% | -5.6% |
| All | +91.0% | +160.8% | -69.9% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling