-11.0%
SHOP vs PHM
-14.5%
+3.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.6% |
| 7D | -13.2% | -6.4% | -6.9% | -11.2% |
| 30D | -17.0% | -12.1% | -5.0% | -13.5% |
| 3M | +17.0% | -1.5% | +18.6% | +18.6% |
| 6M | -2.1% | -6.0% | +3.9% | -0.7% |
| YTD | -21.4% | -0.3% | -21.0% | -22.5% |
| 1Y | -11.0% | -13.3% | +2.4% | -7.3% |
| All | -11.0% | -14.5% | +3.5% | -7.3% |
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 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