+98.5%
FLEX vs PHM
-6.9%
+105.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -0.9% | -3.2% | +2.3% | 0.0% |
| 30D | -10.1% | -6.4% | -3.7% | -8.6% |
| 3M | -31.3% | +5.5% | -36.8% | -33.5% |
| 6M | +71.3% | -5.4% | +76.7% | +66.5% |
| YTD | +81.2% | +6.6% | +74.7% | +74.0% |
| 1Y | +98.5% | -8.8% | +107.3% | +87.1% |
| All | +98.5% | -6.9% | +105.4% | +87.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling