+19.9%
XBI vs PHM
+156.2%
-136.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.0% |
| 7D | -4.6% | -5.0% | +0.3% | -2.7% |
| 30D | -2.0% | -8.4% | +6.4% | +1.5% |
| 3M | +17.8% | -4.4% | +22.2% | +19.1% |
| 6M | +23.7% | -3.7% | +27.5% | +24.3% |
| YTD | +28.2% | +1.3% | +26.9% | +25.1% |
| 1Y | +64.0% | -14.0% | +78.0% | +71.0% |
| 3Y | +99.4% | +48.1% | +51.3% | +53.6% |
| All | +19.9% | +156.2% | -136.2% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling