-41.4%
FIS vs PHM
+63.8%
-105.2%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +0.6% |
| 7D | -27.4% | +2.9% | -30.3% | -28.1% |
| 30D | -16.8% | +16.5% | -33.3% | -19.9% |
| 3M | -32.6% | +0.6% | -33.3% | -33.1% |
| 6M | -33.4% | +11.6% | -45.0% | -35.3% |
| YTD | -56.0% | +12.1% | -68.1% | -57.8% |
| 1Y | -55.1% | +9.6% | -64.7% | -56.7% |
| All | -41.4% | +63.8% | -105.2% | -52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling