-23.6%
FIS vs PHM
+52.3%
-75.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.5% | -2.4% | -5.1% |
| 7D | -3.5% | -2.5% | -1.0% | -2.9% |
| 30D | -7.8% | -9.7% | +1.8% | -5.7% |
| 3M | +0.8% | +2.2% | -1.4% | +0.2% |
| 6M | -21.9% | -5.7% | -16.2% | -21.2% |
| YTD | -39.5% | +2.8% | -42.3% | -40.6% |
| 1Y | -41.0% | -14.4% | -26.6% | -39.4% |
| 3Y | -23.6% | +52.2% | -75.8% | -38.9% |
| All | -23.6% | +52.3% | -75.9% | -38.9% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling