+111.7%
NI vs PHM
+158.6%
-47.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +4.3% | -4.1% | +8.4% | +5.0% |
| 30D | +12.4% | +16.1% | -3.8% | +9.5% |
| 3M | +10.2% | -2.5% | +12.7% | +10.4% |
| 6M | -0.8% | +12.9% | -13.7% | -3.3% |
| YTD | +13.2% | +9.0% | +4.2% | +10.7% |
| 1Y | +10.1% | +8.2% | +1.9% | +7.6% |
| 3Y | +103.1% | +58.4% | +44.7% | +80.2% |
| All | +111.7% | +158.6% | -47.0% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling