-27.5%
TER vs PHM
+10.7%
-38.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.8% | +9.1% | +8.2% |
| 7D | +5.9% | -4.8% | +10.7% | +5.0% |
| 30D | -30.8% | +16.5% | -47.3% | -29.6% |
| 3M | -29.9% | -2.0% | -28.0% | -27.6% |
| 6M | -27.5% | +12.7% | -40.1% | -31.6% |
| All | -27.5% | +10.7% | -38.2% | -31.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling