-48.8%
S vs PHM
+157.4%
-206.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.6% |
| 7D | -13.4% | +6.2% | -19.7% | -16.4% |
| 30D | -14.0% | +17.9% | -31.9% | -21.4% |
| 3M | +4.9% | +2.5% | +2.4% | +2.3% |
| 6M | +42.0% | +10.8% | +31.2% | +31.6% |
| YTD | +45.1% | +13.7% | +31.4% | +29.5% |
| 1Y | +33.1% | +12.4% | +20.7% | +19.4% |
| 3Y | +40.6% | +65.6% | -25.0% | -11.8% |
| 5Y | -67.5% | +175.3% | -242.8% | -87.7% |
| All | -48.8% | +157.4% | -206.2% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling