+11,904.6%
ADP vs PHM
+12,230.3%
-325.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -0.9% |
| 7D | +3.2% | +6.2% | -3.0% | +2.0% |
| 30D | +14.9% | +17.9% | -3.0% | +11.3% |
| 3M | +11.6% | +2.5% | +9.1% | +10.9% |
| 6M | +48.5% | +10.8% | +37.7% | +44.9% |
| YTD | +20.6% | +13.7% | +6.9% | +16.4% |
| 1Y | +23.7% | +12.4% | +11.3% | +19.6% |
| 3Y | +47.8% | +65.6% | -17.8% | +29.8% |
| 5Y | +47.7% | +175.3% | -127.6% | +15.6% |
| 10Y | +324.0% | +713.9% | -390.0% | +162.1% |
| All | +11,904.6% | +12,230.3% | -325.7% | +3,447.2% |
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