+5,678.5%
NI vs PHM
+11,720.3%
-6,041.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.9% |
| 3M | +10.2% | -2.5% | +12.7% | +10.4% |
| 6M | -0.8% | +12.9% | -13.7% | -2.9% |
| YTD | +13.2% | +9.0% | +4.2% | +11.1% |
| 1Y | +10.1% | +8.2% | +1.9% | +8.0% |
| 3Y | +103.1% | +58.4% | +44.7% | +86.1% |
| 5Y | +115.5% | +159.2% | -43.6% | +81.2% |
| 10Y | +195.5% | +676.9% | -481.4% | +106.8% |
| All | +5,678.5% | +11,720.3% | -6,041.8% | +2,652.5% |
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 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