+291.3%
IR vs PHM
+499.7%
-208.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -2.8% | -3.2% | +0.4% | -1.5% |
| 30D | -15.1% | -6.4% | -8.7% | -12.9% |
| 3M | +6.1% | +5.5% | +0.6% | +3.6% |
| 6M | -16.8% | -5.4% | -11.4% | -15.0% |
| YTD | -3.5% | +6.6% | -10.1% | -6.1% |
| 1Y | -3.5% | -8.8% | +5.4% | -0.3% |
| 3Y | +9.5% | +54.1% | -44.6% | -10.3% |
| 5Y | +45.1% | +144.5% | -99.4% | -4.3% |
| All | +291.3% | +499.7% | -208.4% | +74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling