+1,075.5%
XLI vs PHM
+2,220.0%
-1,144.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +3.8% | -4.1% | +7.9% | +4.9% |
| 30D | +1.0% | +16.1% | -15.1% | -3.1% |
| 3M | -8.9% | -2.5% | -6.4% | -8.7% |
| 6M | -2.3% | +12.9% | -15.2% | -6.1% |
| YTD | +9.7% | +9.0% | +0.7% | +6.1% |
| 1Y | +12.3% | +8.2% | +4.1% | +8.7% |
| 3Y | +71.5% | +58.4% | +13.0% | +46.9% |
| 5Y | +70.2% | +159.2% | -89.0% | +25.2% |
| 10Y | +227.5% | +676.9% | -449.4% | +73.5% |
| All | +1,075.5% | +2,220.0% | -1,144.5% | +225.9% |
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