+494.2%
FIX vs PHM
+59.3%
+434.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +9.4% | -4.1% | +13.6% | +10.7% |
| 30D | -27.8% | +16.1% | -43.9% | -31.9% |
| 3M | -35.6% | -2.5% | -33.1% | -35.6% |
| 6M | -45.2% | +12.9% | -58.1% | -48.8% |
| YTD | +19.5% | +9.0% | +10.5% | +12.8% |
| 1Y | +24.2% | +8.2% | +16.1% | +17.4% |
| 3Y | +494.2% | +58.4% | +435.7% | +283.3% |
| All | +494.2% | +59.3% | +434.9% | +283.3% |
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