+3,759.0%
FIX vs PHM
+677.6%
+3,081.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.9% | +5.4% |
| 7D | +6.4% | -4.8% | +11.2% | +8.6% |
| 30D | -29.1% | +16.5% | -45.6% | -34.7% |
| 3M | -31.1% | -2.0% | -29.2% | -31.9% |
| 6M | -42.8% | +12.7% | -55.5% | -47.4% |
| YTD | +24.6% | +11.2% | +13.5% | +14.6% |
| 1Y | +21.9% | +7.7% | +14.2% | +13.5% |
| 3Y | +524.9% | +60.9% | +464.0% | +362.6% |
| 5Y | +1,092.2% | +167.7% | +924.5% | +565.1% |
| 10Y | +3,759.0% | +692.1% | +3,067.0% | +1,099.4% |
| All | +3,759.0% | +677.6% | +3,081.4% | +1,099.4% |
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