-1.0%
SO vs PHM
-14.5%
+13.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.5% |
| 7D | -1.1% | -6.4% | +5.2% | -0.5% |
| 30D | -3.7% | -12.1% | +8.3% | -2.5% |
| 3M | -5.9% | -1.5% | -4.4% | -5.7% |
| 6M | -7.3% | -6.0% | -1.3% | -6.9% |
| YTD | +3.1% | -0.3% | +3.4% | +3.4% |
| 1Y | -1.0% | -13.3% | +12.3% | -0.8% |
| All | -1.0% | -14.5% | +13.5% | -0.8% |
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 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