+926.8%
XBI vs PHM
+274.5%
+652.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -1.3% |
| 7D | -3.6% | -3.9% | +0.2% | -2.6% |
| 30D | +0.9% | -8.6% | +9.4% | +3.4% |
| 3M | +21.4% | -2.9% | +24.4% | +21.9% |
| 6M | +25.5% | -5.7% | +31.2% | +26.9% |
| YTD | +30.8% | +1.9% | +29.0% | +28.9% |
| 1Y | +68.6% | -12.3% | +80.9% | +72.8% |
| 3Y | +103.9% | +50.8% | +53.2% | +76.6% |
| 5Y | +20.8% | +157.3% | -136.5% | -11.0% |
| 10Y | +164.0% | +566.5% | -402.6% | +43.8% |
| All | +926.8% | +274.5% | +652.3% | +385.9% |
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 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