-40.6%
FIS vs PHM
+568.1%
-608.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.3% |
| 7D | -7.9% | -5.0% | -2.9% | -6.4% |
| 30D | -8.0% | -8.4% | +0.5% | -5.4% |
| 3M | +0.6% | -4.4% | +5.0% | +1.8% |
| 6M | -22.2% | -3.7% | -18.5% | -22.0% |
| YTD | -40.8% | +1.3% | -42.1% | -41.9% |
| 1Y | -41.5% | -14.0% | -27.5% | -39.7% |
| 3Y | -25.5% | +48.1% | -73.6% | -38.0% |
| 5Y | -64.8% | +158.8% | -223.6% | -76.5% |
| All | -40.6% | +568.1% | -608.7% | -70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling