+39.9%
ICE vs PHM
+152.6%
-112.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.6% |
| 7D | -0.9% | -3.9% | +3.0% | -0.1% |
| 30D | +4.0% | -8.6% | +12.5% | +5.7% |
| 3M | +11.0% | -2.9% | +13.9% | +11.2% |
| 6M | -5.0% | -5.7% | +0.8% | -4.5% |
| YTD | -2.7% | +1.9% | -4.6% | -4.2% |
| 1Y | -8.6% | -12.3% | +3.7% | -7.3% |
| 3Y | +41.4% | +50.8% | -9.4% | +21.8% |
| 5Y | +39.9% | +157.3% | -117.4% | -0.1% |
| All | +39.9% | +152.6% | -112.7% | -0.1% |
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 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