+1,052.1%
FIX vs PHM
+160.8%
+891.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.1% |
| 7D | +17.0% | -6.1% | +23.1% | +19.6% |
| 30D | -30.6% | +13.7% | -44.3% | -34.8% |
| 3M | -35.0% | -1.5% | -33.5% | -35.6% |
| 6M | -44.0% | +11.3% | -55.2% | -47.8% |
| YTD | +21.1% | +8.9% | +12.2% | +13.4% |
| 1Y | +16.3% | +6.1% | +10.2% | +9.8% |
| 3Y | +507.4% | +57.7% | +449.7% | +358.1% |
| 5Y | +1,052.1% | +159.0% | +893.1% | +555.4% |
| All | +1,052.1% | +160.8% | +891.2% | +555.4% |
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