+35.8%
ARM vs PHM
+7.4%
+28.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.6% |
| 7D | +9.1% | -4.1% | +13.2% | +9.9% |
| 30D | -19.9% | +16.1% | -36.1% | -23.5% |
| 3M | -31.6% | -2.5% | -29.1% | -31.2% |
| 6M | -13.9% | +12.9% | -26.8% | -19.2% |
| YTD | +74.3% | +9.0% | +65.3% | +65.8% |
| 1Y | +35.8% | +8.2% | +27.6% | +30.0% |
| All | +35.8% | +7.4% | +28.4% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling