+8,794.6%
SWKS vs PHM
+12,477.9%
-3,683.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -9.2% | +8.7% | -17.9% | -12.0% |
| 30D | -1.9% | +16.4% | -18.3% | -7.2% |
| 3M | +21.2% | +1.8% | +19.4% | +19.7% |
| 6M | +12.9% | +15.1% | -2.2% | +6.4% |
| YTD | +30.7% | +16.0% | +14.7% | +22.3% |
| 1Y | +14.1% | +14.1% | 0.0% | +7.3% |
| 3Y | -1.7% | +65.9% | -67.6% | -19.4% |
| 5Y | -43.0% | +180.9% | -223.9% | -61.2% |
| 10Y | +34.3% | +730.3% | -695.9% | -38.7% |
| All | +8,794.6% | +12,477.9% | -3,683.2% | +1,525.3% |
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