+2,105.4%
FIX vs PHM
+145.9%
+1,959.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +6.0% | -3.2% | +9.2% | +7.4% |
| 30D | -7.2% | -6.4% | -0.8% | -5.0% |
| 3M | -15.9% | +5.5% | -21.3% | -18.7% |
| 6M | +12.7% | -5.4% | +18.2% | +14.0% |
| YTD | +72.8% | +6.6% | +66.2% | +65.3% |
| 1Y | +122.9% | -8.8% | +131.7% | +126.5% |
| 3Y | +774.3% | +54.1% | +720.2% | +572.7% |
| All | +2,105.4% | +145.9% | +1,959.5% | +1,214.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling