-6.9%
ARES vs PHM
+16.2%
-23.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +7.2% | -1.0% | +3.5% |
| 7D | +10.5% | +13.6% | -3.1% | +5.8% |
| 30D | +16.8% | +19.3% | -2.5% | +9.9% |
| 3M | -3.2% | +3.5% | -6.7% | -5.2% |
| 6M | +16.4% | +18.6% | -2.2% | +9.0% |
| YTD | -12.4% | +16.7% | -29.1% | -19.7% |
| 1Y | -6.9% | +14.6% | -21.5% | -14.9% |
| All | -6.9% | +16.2% | -23.1% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling