+4.1%
SNOW vs PHM
+155.2%
-151.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -0.8% |
| 7D | +8.4% | -3.9% | +12.2% | +10.2% |
| 30D | -1.0% | -8.6% | +7.6% | +2.6% |
| 3M | +38.3% | -2.9% | +41.2% | +38.5% |
| 6M | +81.3% | -5.7% | +87.0% | +82.2% |
| YTD | +51.1% | +1.9% | +49.3% | +44.0% |
| 1Y | +47.0% | -12.3% | +59.3% | +50.2% |
| 3Y | +99.7% | +50.8% | +49.0% | +28.5% |
| All | +4.1% | +155.2% | -151.2% | -59.6% |
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