+293.4%
ARM vs PHM
+62.4%
+231.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.8% | +12.9% | +12.4% |
| 7D | +6.0% | -4.8% | +10.8% | +7.9% |
| 30D | -20.3% | +16.5% | -36.8% | -25.6% |
| 3M | -24.4% | -2.0% | -22.4% | -24.4% |
| 6M | -4.4% | +12.7% | -17.0% | -10.9% |
| YTD | +86.0% | +11.2% | +74.9% | +73.0% |
| 1Y | +35.8% | +7.7% | +28.1% | +27.7% |
| All | +293.4% | +62.4% | +231.0% | +152.8% |
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