-59.6%
ACHR vs PHM
+197.1%
-256.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.1% | -7.0% | -7.0% |
| 7D | -9.2% | -4.1% | -5.1% | -7.2% |
| 30D | -1.0% | +16.1% | -17.1% | -8.7% |
| 3M | -42.2% | -2.5% | -39.7% | -41.8% |
| 6M | -38.2% | +12.9% | -51.1% | -43.1% |
| YTD | -46.4% | +9.0% | -55.4% | -50.3% |
| 1Y | -49.4% | +8.2% | -57.5% | -53.0% |
| 3Y | -22.5% | +58.4% | -80.9% | -43.5% |
| 5Y | -29.8% | +159.2% | -189.0% | -62.1% |
| All | -59.6% | +197.1% | -256.7% | -78.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling