-42.7%
ACHR vs PHM
+190.5%
-233.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -0.7% | -3.2% | +2.5% | +1.0% |
| 30D | +9.8% | -6.4% | +16.2% | +13.6% |
| 3M | -10.5% | +5.5% | -16.0% | -14.1% |
| 6M | -15.5% | -5.4% | -10.1% | -14.3% |
| YTD | -24.1% | +6.6% | -30.7% | -28.3% |
| 1Y | -32.4% | -8.8% | -23.6% | -30.9% |
| 3Y | -11.6% | +54.1% | -65.7% | -34.3% |
| 5Y | -42.9% | +144.5% | -187.4% | -68.5% |
| All | -42.7% | +190.5% | -233.3% | -69.4% |
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