+6.6%
ON vs PHM
+59.3%
-52.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | +12.2% | -4.1% | +16.4% | +14.5% |
| 30D | -3.1% | +16.1% | -19.3% | -10.9% |
| 3M | -12.9% | -2.5% | -10.4% | -12.5% |
| 6M | -38.6% | +12.9% | -51.5% | -44.1% |
| YTD | +31.2% | +9.0% | +22.2% | +20.7% |
| 1Y | +47.6% | +8.2% | +39.5% | +36.3% |
| 3Y | +6.6% | +58.4% | -51.8% | -29.4% |
| All | +6.6% | +59.3% | -52.6% | -29.4% |
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