+14.4%
FIX vs PHM
+16.2%
-1.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +7.2% | -22.2% | -15.1% |
| 7D | -18.9% | +13.6% | -32.5% | -19.7% |
| 30D | -36.3% | +19.3% | -55.6% | -37.5% |
| 3M | -38.5% | +3.5% | -42.0% | -37.7% |
| 6M | -42.3% | +18.6% | -60.9% | -45.0% |
| YTD | +17.1% | +16.7% | +0.4% | +12.6% |
| 1Y | +14.4% | +14.6% | -0.2% | +10.2% |
| All | +14.4% | +16.2% | -1.8% | +10.2% |
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