+9,717.5%
TER vs PHM
+12,054.4%
-2,336.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.6% | +1.2% |
| 7D | -8.9% | +2.9% | -11.8% | -10.1% |
| 30D | -39.1% | +16.5% | -55.5% | -43.1% |
| 3M | -32.8% | +0.6% | -33.4% | -33.9% |
| 6M | -31.7% | +11.6% | -43.3% | -35.9% |
| YTD | +26.9% | +12.1% | +14.8% | +19.3% |
| 1Y | +33.6% | +9.6% | +24.0% | +26.4% |
| 3Y | +181.5% | +62.3% | +119.2% | +124.0% |
| 5Y | +76.1% | +170.4% | -94.3% | +14.6% |
| 10Y | +1,006.2% | +683.0% | +323.2% | +356.9% |
| All | +9,717.5% | +12,054.4% | -2,336.9% | +1,375.3% |
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