+45.8%
ADP vs PHM
+152.9%
-107.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.5% | 0.0% | -2.8% |
| 7D | -5.5% | -2.5% | -3.0% | -5.0% |
| 30D | -1.2% | -9.7% | +8.4% | +0.7% |
| 3M | +17.9% | +2.2% | +15.6% | +17.0% |
| 6M | +20.3% | -5.7% | +26.0% | +21.0% |
| YTD | +5.8% | +2.8% | +3.0% | +3.9% |
| 1Y | -7.7% | -14.4% | +6.7% | -5.8% |
| 3Y | +14.7% | +52.2% | -37.5% | -3.3% |
| 5Y | +45.8% | +154.3% | -108.5% | +0.1% |
| All | +45.8% | +152.9% | -107.1% | +0.1% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling