+199.6%
ARM vs PHM
+67.4%
+132.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.7% |
| 7D | +9.1% | -4.1% | +13.2% | +10.9% |
| 30D | -19.9% | +16.1% | -36.1% | -25.7% |
| 3M | -31.6% | -2.5% | -29.1% | -31.6% |
| 6M | -13.9% | +12.9% | -26.8% | -20.4% |
| YTD | +74.3% | +9.0% | +65.3% | +62.4% |
| 1Y | +35.8% | +8.2% | +27.6% | +26.5% |
| 3Y | +268.6% | +58.4% | +210.2% | +121.1% |
| All | +199.6% | +67.4% | +132.2% | +69.4% |
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