+214.2%
ARM vs PHM
+67.3%
+146.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.0% |
| 7D | +19.8% | -6.1% | +25.9% | +22.7% |
| 30D | -21.8% | +13.7% | -35.5% | -26.7% |
| 3M | -26.5% | -1.5% | -25.0% | -26.8% |
| 6M | -3.9% | +11.3% | -15.2% | -10.6% |
| YTD | +82.8% | +8.9% | +73.8% | +70.3% |
| 1Y | +34.3% | +6.1% | +28.2% | +26.3% |
| 3Y | +282.2% | +57.7% | +224.5% | +130.2% |
| All | +214.2% | +67.3% | +146.9% | +77.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling