+254.8%
SPOT vs PHM
+357.5%
-102.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -1.6% |
| 7D | -2.9% | -2.5% | -0.4% | -2.2% |
| 30D | +8.3% | -9.7% | +18.0% | +11.2% |
| 3M | +5.1% | +2.2% | +2.8% | +3.9% |
| 6M | -6.5% | -5.7% | -0.8% | -5.7% |
| YTD | -9.0% | +2.8% | -11.8% | -10.8% |
| 1Y | -26.4% | -14.4% | -12.0% | -24.4% |
| 3Y | +240.0% | +52.2% | +187.8% | +181.7% |
| 5Y | +111.7% | +154.3% | -42.5% | +45.4% |
| All | +254.8% | +357.5% | -102.8% | +97.1% |
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