+10,816.5%
ADP vs PHM
+11,456.8%
-640.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -3.4% | -3.2% | -0.2% | -2.8% |
| 30D | +2.8% | -6.4% | +9.2% | +4.0% |
| 3M | +20.9% | +5.5% | +15.4% | +19.3% |
| 6M | +29.9% | -5.4% | +35.3% | +30.4% |
| YTD | +9.6% | +6.6% | +3.1% | +7.3% |
| 1Y | -5.3% | -8.8% | +3.6% | -4.6% |
| 3Y | +16.5% | +54.1% | -37.6% | +3.6% |
| 5Y | +49.4% | +144.5% | -95.1% | +19.5% |
| 10Y | +282.2% | +569.4% | -287.2% | +144.8% |
| All | +10,816.5% | +11,456.8% | -640.3% | +3,169.0% |
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