-52.0%
FIS vs PHM
+677.6%
-729.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.8% | +7.6% | +7.0% |
| 7D | +1.5% | -4.8% | +6.3% | +2.9% |
| 30D | -11.8% | +16.5% | -28.3% | -16.6% |
| 3M | -28.5% | -2.0% | -26.5% | -28.8% |
| 6M | -27.0% | +12.7% | -39.7% | -30.7% |
| YTD | -53.1% | +11.2% | -64.2% | -55.7% |
| 1Y | -52.8% | +7.7% | -60.5% | -55.0% |
| 3Y | -37.5% | +60.9% | -98.4% | -49.7% |
| 5Y | -71.1% | +167.7% | -238.8% | -81.1% |
| 10Y | -52.0% | +692.1% | -744.1% | -76.9% |
| All | -52.0% | +677.6% | -729.7% | -76.9% |
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 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