+412.9%
XLF vs PHM
+2,067.6%
-1,654.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -1.0% | -3.9% | +2.8% | +0.3% |
| 30D | -1.3% | -8.6% | +7.3% | +1.7% |
| 3M | +9.1% | -2.9% | +12.1% | +9.6% |
| 6M | +14.4% | -5.7% | +20.1% | +15.5% |
| YTD | +5.1% | +1.9% | +3.2% | +2.8% |
| 1Y | +8.6% | -12.3% | +21.0% | +11.6% |
| 3Y | +74.4% | +50.8% | +23.7% | +42.4% |
| 5Y | +64.4% | +157.3% | -92.9% | +6.7% |
| 10Y | +251.6% | +566.5% | -314.9% | +47.8% |
| All | +412.9% | +2,067.6% | -1,654.7% | +3.6% |
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 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