-5.6%
TLT vs PHM
+16.2%
-21.8%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.2% | -6.4% | -0.2% |
| 7D | +1.0% | +13.6% | -12.6% | -0.9% |
| 30D | +6.0% | +19.3% | -13.3% | +3.3% |
| 3M | -0.9% | +3.5% | -4.4% | -1.7% |
| 6M | -2.3% | +18.6% | -20.9% | -4.7% |
| YTD | -3.3% | +16.7% | -20.0% | -5.5% |
| 1Y | -5.6% | +14.6% | -20.2% | -7.6% |
| All | -5.6% | +16.2% | -21.8% | -7.6% |
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 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