+102.6%
ARES vs PHM
+152.9%
-50.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | +0.4% |
| 7D | -0.3% | -2.5% | +2.1% | +0.7% |
| 30D | +1.3% | -9.7% | +10.9% | +5.8% |
| 3M | +10.4% | +2.2% | +8.1% | +8.4% |
| 6M | +29.0% | -5.7% | +34.7% | +30.8% |
| YTD | -12.2% | +2.8% | -15.0% | -15.0% |
| 1Y | -18.4% | -14.4% | -4.0% | -14.4% |
| 3Y | +43.2% | +52.2% | -9.0% | +5.2% |
| 5Y | +102.6% | +154.3% | -51.7% | +2.0% |
| All | +102.6% | +152.9% | -50.3% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling