+1,242.0%
NLY vs PHM
+3,012.4%
-1,770.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.0% | -0.9% |
| 7D | -4.0% | -5.0% | +1.0% | -2.8% |
| 30D | -5.2% | -8.4% | +3.2% | -3.2% |
| 3M | +2.8% | -4.4% | +7.3% | +3.7% |
| 6M | +4.2% | -3.7% | +7.9% | +4.8% |
| YTD | +4.7% | +1.3% | +3.4% | +3.6% |
| 1Y | +12.7% | -14.0% | +26.8% | +16.0% |
| 3Y | +62.5% | +48.1% | +14.4% | +43.9% |
| 5Y | +26.3% | +158.8% | -132.5% | -3.9% |
| 10Y | +81.0% | +562.8% | -481.8% | +7.3% |
| All | +1,242.0% | +3,012.4% | -1,770.4% | +429.7% |
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