+508.9%
XLP vs PHM
+2,168.2%
-1,659.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.0% | -3.2% | +2.2% | -0.6% |
| 30D | -0.9% | -6.4% | +5.6% | -0.1% |
| 3M | +3.8% | +5.5% | -1.7% | +2.9% |
| 6M | -1.7% | -5.4% | +3.7% | -1.3% |
| YTD | +10.3% | +6.6% | +3.7% | +8.9% |
| 1Y | +7.8% | -8.8% | +16.6% | +8.5% |
| 3Y | +27.2% | +54.1% | -26.9% | +18.2% |
| 5Y | +32.5% | +144.5% | -111.9% | +14.4% |
| 10Y | +101.8% | +569.4% | -467.6% | +49.3% |
| All | +508.9% | +2,168.2% | -1,659.3% | +238.7% |
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