+34.5%
S vs PHM
+7.4%
+27.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +2.0% | -4.1% | +6.1% | +2.3% |
| 30D | -2.7% | +16.1% | -18.9% | -3.6% |
| 3M | -6.9% | -2.5% | -4.4% | -6.7% |
| 6M | +38.1% | +12.9% | +25.1% | +36.9% |
| YTD | +48.0% | +9.0% | +39.0% | +44.0% |
| 1Y | +34.5% | +8.2% | +26.3% | +30.8% |
| All | +34.5% | +7.4% | +27.1% | +30.8% |
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