+316.5%
ROIV vs PHM
+152.9%
+163.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -3.5% | +22.3% | +19.8% |
| 7D | +20.2% | -2.5% | +22.6% | +20.8% |
| 30D | +14.1% | -9.7% | +23.8% | +17.3% |
| 3M | +45.6% | +2.2% | +43.4% | +43.4% |
| 6M | +44.1% | -5.7% | +49.8% | +45.2% |
| YTD | +91.2% | +2.8% | +88.3% | +86.5% |
| 1Y | +221.3% | -14.4% | +235.7% | +231.1% |
| 3Y | +229.2% | +52.2% | +177.0% | +169.5% |
| 5Y | +316.5% | +154.3% | +162.2% | +168.1% |
| All | +316.5% | +152.9% | +163.6% | +168.1% |
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 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