+324.2%
SMH vs PHM
+149.8%
+174.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.6% |
| 7D | +1.4% | -6.4% | +7.7% | +4.1% |
| 30D | -2.2% | -12.1% | +9.9% | +2.8% |
| 3M | -1.9% | -1.5% | -0.3% | -2.3% |
| 6M | +41.0% | -6.0% | +47.0% | +42.7% |
| YTD | +55.6% | -0.3% | +55.9% | +52.5% |
| 1Y | +86.8% | -13.3% | +100.2% | +93.6% |
| 3Y | +277.7% | +47.6% | +230.1% | +180.5% |
| 5Y | +324.2% | +154.7% | +169.4% | +123.3% |
| All | +324.2% | +149.8% | +174.3% | +123.3% |
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 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