+103.1%
NI vs PHM
+59.3%
+43.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +4.3% | -4.1% | +8.4% | +4.9% |
| 30D | +12.4% | +16.1% | -3.8% | +10.0% |
| 3M | +10.2% | -2.5% | +12.7% | +10.3% |
| 6M | -0.8% | +12.9% | -13.7% | -2.8% |
| YTD | +13.2% | +9.0% | +4.2% | +11.2% |
| 1Y | +10.1% | +8.2% | +1.9% | +8.1% |
| 3Y | +103.1% | +58.4% | +44.7% | +65.5% |
| All | +103.1% | +59.3% | +43.8% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling