+1,622.6%
T vs PHM
+11,710.1%
-10,087.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.1% |
| 7D | +1.6% | -6.1% | +7.8% | +2.6% |
| 30D | -2.9% | +13.7% | -16.7% | -4.9% |
| 3M | -7.5% | -1.5% | -6.0% | -7.4% |
| 6M | -9.9% | +11.3% | -21.2% | -11.7% |
| YTD | -6.4% | +8.9% | -15.4% | -8.3% |
| 1Y | -9.4% | +6.1% | -15.5% | -10.9% |
| 3Y | +64.9% | +57.7% | +7.2% | +49.6% |
| 5Y | +57.0% | +159.0% | -102.0% | +29.4% |
| 10Y | +60.8% | +676.2% | -615.4% | +8.0% |
| All | +1,622.6% | +11,710.1% | -10,087.5% | +503.2% |
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