+174.6%
ARM vs PHM
+74.6%
+100.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.0% | +6.7% | +5.5% |
| 7D | -15.2% | +6.2% | -21.4% | -17.6% |
| 30D | -40.7% | +17.9% | -58.6% | -45.1% |
| 3M | -39.1% | +2.5% | -41.6% | -40.2% |
| 6M | -26.4% | +10.8% | -37.2% | -31.1% |
| YTD | +59.7% | +13.7% | +46.0% | +46.4% |
| 1Y | +10.3% | +12.4% | -2.0% | +1.3% |
| 3Y | +228.9% | +65.6% | +163.2% | +93.7% |
| All | +174.6% | +74.6% | +100.0% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling