-51.7%
FIG vs PHM
+16.2%
-67.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +7.2% | -1.9% | +4.9% |
| 7D | -4.7% | +13.6% | -18.2% | -4.9% |
| 30D | +0.5% | +19.3% | -18.7% | +0.1% |
| 3M | -18.4% | +3.5% | -21.9% | -19.7% |
| 6M | +10.9% | +18.6% | -7.7% | +12.3% |
| YTD | -40.8% | +16.7% | -57.5% | -42.8% |
| 1Y | -51.7% | +14.6% | -66.3% | -54.1% |
| All | -51.7% | +16.2% | -67.9% | -54.1% |
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