+948.1%
FIX vs PHM
+175.2%
+772.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.0% | +7.4% | +6.1% |
| 7D | -17.5% | +6.2% | -23.7% | -19.8% |
| 30D | -41.6% | +17.9% | -59.5% | -45.8% |
| 3M | -40.6% | +2.5% | -43.1% | -42.0% |
| 6M | -49.4% | +10.8% | -60.2% | -52.6% |
| YTD | +9.2% | +13.7% | -4.5% | +0.7% |
| 1Y | +6.5% | +12.4% | -5.9% | -1.5% |
| 3Y | +448.7% | +65.6% | +383.1% | +306.9% |
| All | +948.1% | +175.2% | +772.8% | +483.2% |
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