+6,045.6%
IT vs PHM
+3,085.0%
+2,960.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.7% |
| 7D | -6.0% | -3.2% | -2.8% | -5.2% |
| 30D | 0.0% | -6.4% | +6.4% | +1.7% |
| 3M | +13.1% | +5.5% | +7.6% | +11.3% |
| 6M | +11.7% | -5.4% | +17.1% | +12.7% |
| YTD | -26.1% | +6.6% | -32.7% | -28.2% |
| 1Y | -21.3% | -8.8% | -12.4% | -20.4% |
| 3Y | -46.7% | +54.1% | -100.9% | -54.2% |
| 5Y | -40.5% | +144.5% | -185.0% | -55.5% |
| 10Y | +103.9% | +569.4% | -465.5% | +11.6% |
| All | +6,045.6% | +3,085.0% | +2,960.6% | +1,316.6% |
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