+1,127.5%
ARES vs PHM
+700.9%
+426.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +0.5% | -4.1% | +4.6% | +2.0% |
| 30D | +19.7% | +16.1% | +3.5% | +13.4% |
| 3M | -9.0% | -2.5% | -6.5% | -8.2% |
| 6M | +11.5% | +12.9% | -1.4% | +6.2% |
| YTD | -13.8% | +9.0% | -22.8% | -17.6% |
| 1Y | -5.6% | +8.2% | -13.8% | -9.6% |
| 3Y | +36.1% | +58.4% | -22.3% | +9.8% |
| 5Y | +82.7% | +159.2% | -76.5% | +20.1% |
| 10Y | +1,101.7% | +676.9% | +424.8% | +453.4% |
| All | +1,127.5% | +700.9% | +426.6% | +456.6% |
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