-39.3%
ARM vs PHM
+3.9%
-43.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.6% | -12.5% | -13.2% |
| 7D | -27.1% | +8.7% | -35.8% | -25.8% |
| 30D | -44.9% | +16.4% | -61.3% | -43.4% |
| 3M | -39.3% | +1.8% | -41.1% | -38.9% |
| All | -39.3% | +3.9% | -43.2% | -38.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling