+1,157.4%
ARES vs PHM
+716.6%
+440.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -0.8% |
| 7D | +0.8% | -4.8% | +5.5% | +2.5% |
| 30D | +16.7% | +16.5% | +0.2% | +10.4% |
| 3M | -2.6% | -2.0% | -0.6% | -2.0% |
| 6M | +13.0% | +12.7% | +0.3% | +7.6% |
| YTD | -11.7% | +11.2% | -22.9% | -16.2% |
| 1Y | -6.7% | +7.7% | -14.4% | -10.5% |
| 3Y | +40.5% | +60.9% | -20.4% | +12.7% |
| 5Y | +88.2% | +167.7% | -79.5% | +22.3% |
| 10Y | +1,131.0% | +692.1% | +438.9% | +462.8% |
| All | +1,157.4% | +716.6% | +440.8% | +466.0% |
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