-17.4%
RMBS vs PHM
+16.2%
-33.6%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +7.2% | -13.2% | -7.7% |
| 7D | -8.9% | +13.6% | -22.5% | -12.3% |
| 30D | -24.8% | +19.3% | -44.1% | -29.0% |
| 3M | -17.6% | +3.5% | -21.0% | -18.1% |
| 6M | -25.7% | +18.6% | -44.2% | -32.0% |
| YTD | -9.8% | +16.7% | -26.5% | -18.5% |
| 1Y | -17.4% | +14.6% | -32.0% | -25.1% |
| All | -17.4% | +16.2% | -33.6% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling