+3,800.0%
FIX vs PHM
+746.3%
+3,053.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.6% | +6.8% | +8.3% |
| 7D | -7.2% | +3.5% | -10.7% | -9.2% |
| 30D | -35.1% | +21.2% | -56.3% | -41.2% |
| 3M | -34.3% | +2.5% | -36.7% | -36.2% |
| 6M | -42.9% | +16.1% | -59.0% | -48.2% |
| YTD | +19.5% | +16.6% | +2.8% | +7.7% |
| 1Y | +16.8% | +14.4% | +2.3% | +6.0% |
| 3Y | +506.7% | +71.9% | +434.8% | +336.7% |
| 5Y | +1,046.7% | +174.3% | +872.4% | +534.4% |
| 10Y | +3,800.0% | +744.0% | +3,056.0% | +1,086.6% |
| All | +3,800.0% | +746.3% | +3,053.6% | +1,086.6% |
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