-43.6%
SWKS vs PHM
+175.2%
-218.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +2.1% |
| 7D | -6.2% | +6.2% | -12.4% | -9.2% |
| 30D | -1.5% | +17.9% | -19.4% | -9.6% |
| 3M | +23.0% | +2.5% | +20.5% | +20.4% |
| 6M | +27.6% | +10.8% | +16.8% | +19.1% |
| YTD | +32.3% | +13.7% | +18.6% | +20.5% |
| 1Y | +20.1% | +12.4% | +7.8% | +9.9% |
| 3Y | +0.6% | +65.6% | -65.0% | -28.5% |
| All | -43.6% | +175.2% | -218.8% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling