+5,976.4%
SO vs PHM
+11,456.8%
-5,480.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -0.2% | -3.2% | +3.0% | +0.2% |
| 30D | -4.6% | -6.4% | +1.9% | -3.9% |
| 3M | -3.0% | +5.5% | -8.5% | -3.7% |
| 6M | -8.3% | -5.4% | -2.8% | -8.0% |
| YTD | +3.5% | +6.6% | -3.1% | +2.5% |
| 1Y | -0.9% | -8.8% | +7.9% | -0.5% |
| 3Y | +45.4% | +54.1% | -8.8% | +36.8% |
| 5Y | +59.6% | +144.5% | -84.9% | +41.4% |
| 10Y | +156.6% | +569.4% | -412.8% | +101.8% |
| All | +5,976.4% | +11,456.8% | -5,480.4% | +3,039.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling