-5.6%
SGI vs PHM
+10.7%
-16.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | +0.3% |
| 7D | -10.5% | -4.8% | -5.7% | -6.6% |
| 30D | +0.1% | +16.5% | -16.4% | -11.5% |
| 3M | -4.0% | -2.0% | -2.0% | -2.2% |
| 6M | -5.6% | +12.7% | -18.3% | -17.3% |
| All | -5.6% | +10.7% | -16.4% | -17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling