+193.0%
ARM vs PHM
+79.1%
+113.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.6% | +4.1% | +5.7% |
| 7D | -5.3% | +3.5% | -8.8% | -6.8% |
| 30D | -30.0% | +21.2% | -51.2% | -35.9% |
| 3M | -34.1% | +2.5% | -36.5% | -35.2% |
| 6M | -12.6% | +16.1% | -28.7% | -19.8% |
| YTD | +70.4% | +16.6% | +53.8% | +54.8% |
| 1Y | +22.3% | +14.4% | +7.8% | +11.6% |
| 3Y | +261.2% | +71.9% | +189.3% | +108.3% |
| All | +193.0% | +79.1% | +113.9% | +61.5% |
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