+18.9%
SWKS vs PHM
+16.2%
+2.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.2% | -10.1% | -4.5% |
| 7D | -4.9% | +13.6% | -18.5% | -8.1% |
| 30D | -1.2% | +19.3% | -20.5% | -5.9% |
| 3M | +24.2% | +3.5% | +20.7% | +22.9% |
| 6M | +21.5% | +18.6% | +2.9% | +14.5% |
| YTD | +33.5% | +16.7% | +16.8% | +24.0% |
| 1Y | +18.9% | +14.6% | +4.3% | +10.6% |
| All | +18.9% | +16.2% | +2.7% | +10.6% |
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