+20.0%
ON vs PHM
+158.6%
-138.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | +12.2% | -4.1% | +16.4% | +15.0% |
| 30D | -3.1% | +16.1% | -19.3% | -12.5% |
| 3M | -12.9% | -2.5% | -10.4% | -12.6% |
| 6M | -38.6% | +12.9% | -51.5% | -45.0% |
| YTD | +31.2% | +9.0% | +22.2% | +18.9% |
| 1Y | +47.6% | +8.2% | +39.5% | +34.3% |
| 3Y | +6.6% | +58.4% | -51.8% | -29.6% |
| All | +20.0% | +158.6% | -138.6% | -47.6% |
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