+9,052.6%
ITW vs PHM
+11,050.0%
-1,997.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.3% |
| 7D | -0.4% | -2.5% | +2.0% | +0.2% |
| 30D | -9.4% | -9.7% | +0.2% | -7.2% |
| 3M | +7.1% | +2.2% | +4.9% | +6.3% |
| 6M | -1.9% | -5.7% | +3.8% | -0.8% |
| YTD | +10.4% | +2.8% | +7.6% | +9.3% |
| 1Y | +3.3% | -14.4% | +17.7% | +6.7% |
| 3Y | +21.0% | +52.2% | -31.2% | +7.0% |
| 5Y | +36.3% | +154.3% | -118.0% | +4.9% |
| 10Y | +185.8% | +545.9% | -360.1% | +69.4% |
| All | +9,052.6% | +11,050.0% | -1,997.4% | +2,261.7% |
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 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