-48.2%
FLEX vs PHM
+9.5%
-57.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.0% | +6.5% | +4.2% |
| 7D | -19.3% | +6.2% | -25.5% | -18.6% |
| 30D | -41.5% | +17.9% | -59.5% | -41.4% |
| 3M | -43.1% | +2.5% | -45.6% | -42.0% |
| 6M | -48.2% | +10.8% | -59.0% | -49.7% |
| All | -48.2% | +9.5% | -57.7% | -49.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling