-44.0%
ACHR vs PHM
+149.8%
-193.8%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | +0.3% |
| 7D | -5.4% | -6.4% | +1.0% | -1.9% |
| 30D | -19.7% | -12.1% | -7.6% | -13.7% |
| 3M | +7.9% | -1.5% | +9.5% | +7.2% |
| 6M | -13.8% | -6.0% | -7.7% | -12.4% |
| YTD | -27.5% | -0.3% | -27.2% | -29.7% |
| 1Y | -33.9% | -13.3% | -20.6% | -30.4% |
| 3Y | -20.0% | +47.6% | -67.5% | -43.3% |
| 5Y | -44.0% | +154.7% | -198.7% | -72.1% |
| All | -44.0% | +149.8% | -193.8% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling