+99.4%
XBI vs PHM
+49.3%
+50.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.9% |
| 7D | -4.6% | -5.0% | +0.3% | -3.0% |
| 30D | -2.0% | -8.4% | +6.4% | +0.8% |
| 3M | +17.8% | -4.4% | +22.2% | +18.9% |
| 6M | +23.7% | -3.7% | +27.5% | +24.2% |
| YTD | +28.2% | +1.3% | +26.9% | +25.6% |
| 1Y | +64.0% | -14.0% | +78.0% | +70.0% |
| 3Y | +99.4% | +48.1% | +51.3% | +45.9% |
| All | +99.4% | +49.3% | +50.1% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling