+1,101.8%
NBIS vs PHM
-18.9%
+1,120.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.5% |
| 7D | +17.8% | -3.9% | +21.6% | +17.6% |
| 30D | +30.5% | -8.6% | +39.1% | +30.1% |
| 3M | +9.2% | -2.9% | +12.1% | +8.6% |
| 6M | +153.2% | -5.7% | +158.9% | +152.2% |
| YTD | +187.1% | +1.9% | +185.3% | +184.2% |
| 1Y | +151.1% | -12.3% | +163.4% | +152.6% |
| All | +1,101.8% | -18.9% | +1,120.7% | +1,009.9% |
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