+228.9%
ARM vs PHM
+64.3%
+164.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.0% | +6.7% | +5.4% |
| 7D | -15.2% | +6.2% | -21.4% | -17.5% |
| 30D | -40.7% | +17.9% | -58.6% | -44.9% |
| 3M | -39.1% | +2.5% | -41.6% | -40.1% |
| 6M | -26.4% | +10.8% | -37.2% | -30.8% |
| YTD | +59.7% | +13.7% | +46.0% | +47.2% |
| 1Y | +10.3% | +12.4% | -2.0% | +1.9% |
| 3Y | +228.9% | +65.6% | +163.2% | +104.9% |
| All | +228.9% | +64.3% | +164.5% | +104.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling