+1,164.6%
ARES vs PHM
+683.0%
+481.6%
-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% | -1.1% | -1.0% |
| 7D | -1.7% | -3.2% | +1.5% | -0.5% |
| 30D | +0.3% | -6.4% | +6.7% | +2.6% |
| 3M | +8.5% | +5.5% | +3.0% | +5.9% |
| 6M | +23.5% | -5.4% | +28.9% | +25.0% |
| YTD | -11.2% | +6.6% | -17.8% | -14.4% |
| 1Y | -19.3% | -8.8% | -10.4% | -17.9% |
| 3Y | +48.7% | +54.1% | -5.5% | +20.8% |
| 5Y | +106.5% | +144.5% | -37.9% | +38.1% |
| 10Y | +1,055.3% | +569.4% | +485.9% | +449.6% |
| All | +1,164.6% | +683.0% | +481.6% | +478.2% |
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