-55.8%
FIG vs PHM
-6.9%
-48.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.3% |
| 7D | -16.3% | -3.2% | -13.1% | -16.6% |
| 30D | -14.3% | -6.4% | -7.9% | -14.9% |
| 3M | +7.2% | +5.5% | +1.7% | +9.0% |
| 6M | -18.6% | -5.4% | -13.2% | -18.3% |
| YTD | -35.5% | +6.6% | -42.0% | -35.8% |
| 1Y | -55.8% | -8.8% | -46.9% | -57.2% |
| All | -55.8% | -6.9% | -48.8% | -57.2% |
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