-20.2%
ARM vs PHM
+16.7%
-36.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.6% | -12.5% | -13.0% |
| 7D | -27.1% | +8.7% | -35.8% | -27.7% |
| 30D | -44.9% | +16.4% | -61.3% | -46.2% |
| 3M | -39.3% | +1.8% | -41.1% | -38.4% |
| 6M | -20.2% | +15.1% | -35.2% | -27.4% |
| All | -20.2% | +16.7% | -36.9% | -27.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling