+296.4%
ARM vs PHM
+63.7%
+232.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.9% |
| 7D | +5.5% | -3.2% | +8.6% | +6.9% |
| 30D | -8.2% | -6.4% | -1.8% | -5.7% |
| 3M | -35.9% | +5.5% | -41.4% | -38.4% |
| 6M | +103.1% | -5.4% | +108.6% | +105.0% |
| YTD | +130.6% | +6.6% | +124.0% | +118.9% |
| 1Y | +86.1% | -8.8% | +94.9% | +89.2% |
| All | +296.4% | +63.7% | +232.7% | +128.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling