+14.6%
SNOW vs PHM
+196.0%
-181.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | +5.5% | -4.1% | +9.6% | +7.1% |
| 30D | -13.2% | +16.1% | -29.3% | -18.5% |
| 3M | -13.7% | -2.5% | -11.2% | -13.7% |
| 6M | +91.0% | +12.9% | +78.1% | +78.3% |
| YTD | +32.7% | +9.0% | +23.6% | +23.0% |
| 1Y | +13.3% | +8.2% | +5.1% | +5.0% |
| 3Y | +83.4% | +58.4% | +24.9% | +26.6% |
| 5Y | -24.7% | +159.2% | -183.9% | -63.6% |
| All | +14.6% | +196.0% | -181.4% | -48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling