+234.1%
TER vs PHM
-14.7%
+248.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.1% | +3.5% |
| 7D | +12.4% | -3.9% | +16.2% | +13.8% |
| 30D | +5.1% | -8.6% | +13.7% | +8.3% |
| 3M | +4.0% | -2.9% | +6.9% | +2.8% |
| 6M | +29.5% | -5.7% | +35.2% | +27.7% |
| YTD | +98.5% | +1.9% | +96.6% | +94.3% |
| 1Y | +234.1% | -12.3% | +246.4% | +228.8% |
| All | +234.1% | -14.7% | +248.7% | +228.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling