+15.0%
SW vs PHM
+16.7%
-1.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.0% |
| 7D | +4.7% | +8.7% | -4.0% | -2.8% |
| 30D | +5.0% | +16.4% | -11.4% | -8.2% |
| 3M | -7.3% | +1.8% | -9.2% | -7.7% |
| 6M | +15.0% | +15.1% | -0.1% | +0.7% |
| All | +15.0% | +16.7% | -1.7% | +0.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling