+131.9%
AS vs PHM
+25.1%
+106.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.1% |
| 7D | -3.0% | -4.8% | +1.7% | -0.9% |
| 30D | +9.6% | +16.5% | -7.0% | +2.2% |
| 3M | -8.2% | -2.0% | -6.2% | -7.6% |
| 6M | -9.9% | +12.7% | -22.6% | -15.2% |
| YTD | -16.8% | +11.2% | -27.9% | -21.6% |
| 1Y | +3.0% | +7.7% | -4.8% | -2.0% |
| All | +131.9% | +25.1% | +106.9% | +103.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling