+27.5%
SOLS vs PHM
-4.6%
+32.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.7% |
| 7D | -3.5% | -5.0% | +1.5% | -1.6% |
| 30D | -1.0% | -8.4% | +7.5% | +2.4% |
| 3M | -24.1% | -4.4% | -19.7% | -23.2% |
| 6M | -18.0% | -3.7% | -14.2% | -18.2% |
| YTD | +27.1% | +1.3% | +25.8% | +23.3% |
| All | +27.5% | -4.6% | +32.1% | +27.0% |
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