-51.1%
FIS vs PHM
+16.2%
-67.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +7.2% | -30.8% | -23.9% |
| 7D | -18.4% | +13.6% | -32.0% | -19.4% |
| 30D | -11.4% | +19.3% | -30.7% | -13.3% |
| 3M | -32.0% | +3.5% | -35.5% | -32.2% |
| 6M | -35.6% | +18.6% | -54.2% | -36.4% |
| YTD | -53.8% | +16.7% | -70.5% | -55.2% |
| 1Y | -51.1% | +14.6% | -65.7% | -52.3% |
| All | -51.1% | +16.2% | -67.3% | -52.3% |
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