+8,007.1%
SWKS vs PHM
+11,456.8%
-3,449.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +12.5% | -3.2% | +15.7% | +13.7% |
| 30D | +10.5% | -6.4% | +16.9% | +12.9% |
| 3M | -7.4% | +5.5% | -12.9% | -9.5% |
| 6M | +32.7% | -5.4% | +38.1% | +33.9% |
| YTD | +19.2% | +6.6% | +12.6% | +15.3% |
| 1Y | +2.4% | -8.8% | +11.2% | +4.2% |
| 3Y | -25.6% | +54.1% | -79.7% | -37.3% |
| 5Y | -53.4% | +144.5% | -197.9% | -66.7% |
| 10Y | +23.2% | +569.4% | -546.3% | -39.5% |
| All | +8,007.1% | +11,456.8% | -3,449.6% | +1,432.4% |
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