+5,993.3%
FIX vs PHM
+540.0%
+5,453.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.5% | +5.9% | +3.9% |
| 7D | +6.1% | -2.5% | +8.5% | +7.2% |
| 30D | -2.7% | -9.7% | +7.0% | +1.4% |
| 3M | -10.9% | +2.2% | -13.2% | -13.0% |
| 6M | +29.0% | -5.7% | +34.7% | +30.6% |
| YTD | +76.9% | +2.8% | +74.1% | +71.2% |
| 1Y | +130.7% | -14.4% | +145.2% | +141.3% |
| 3Y | +790.7% | +52.2% | +738.5% | +585.5% |
| 5Y | +2,185.6% | +154.3% | +2,031.3% | +1,227.7% |
| 10Y | +5,993.3% | +545.9% | +5,447.4% | +2,070.8% |
| All | +5,993.3% | +540.0% | +5,453.3% | +2,070.8% |
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