+35.3%
SWKS vs PHM
+709.0%
-673.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.7% | +1.5% |
| 7D | -3.1% | +2.9% | -6.1% | -4.7% |
| 30D | +8.3% | +16.5% | -8.2% | +0.6% |
| 3M | +20.2% | +0.6% | +19.6% | +18.7% |
| 6M | +24.9% | +11.6% | +13.3% | +16.9% |
| YTD | +33.2% | +12.1% | +21.1% | +23.3% |
| 1Y | +23.6% | +9.6% | +14.0% | +15.4% |
| 3Y | +1.3% | +62.3% | -61.0% | -22.8% |
| 5Y | -40.6% | +170.4% | -211.0% | -65.2% |
| 10Y | +35.3% | +683.0% | -647.7% | -53.0% |
| All | +35.3% | +709.0% | -673.7% | -53.0% |
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