+14.6%
PHM vs ADVB
-76.7%
+91.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -4.5% | +11.7% | +7.1% |
| 7D | +13.6% | -29.5% | +43.1% | +12.8% |
| 30D | +19.3% | -66.9% | +86.2% | +17.1% |
| 3M | +3.5% | -73.7% | +77.2% | +1.4% |
| 6M | +18.6% | -64.8% | +83.4% | +18.6% |
| YTD | +16.7% | -64.0% | +80.7% | +20.0% |
| 1Y | +14.6% | -77.0% | +91.6% | +18.6% |
| All | +14.6% | -76.7% | +91.3% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling