+66.9%
T vs PHM
+557.7%
-490.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.0% |
| 7D | -2.4% | -6.4% | +3.9% | -1.3% |
| 30D | +4.3% | -12.1% | +16.4% | +6.7% |
| 3M | +11.6% | -1.5% | +13.1% | +11.6% |
| 6M | -5.6% | -6.0% | +0.4% | -5.0% |
| YTD | +6.6% | -0.3% | +6.9% | +5.8% |
| 1Y | -8.4% | -13.3% | +5.0% | -6.8% |
| 3Y | +107.8% | +47.6% | +60.3% | +84.4% |
| 5Y | +68.3% | +154.7% | -86.4% | +28.0% |
| All | +66.9% | +557.7% | -490.7% | +3.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling