+46.1%
ASML vs PHM
+16.2%
+30.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +7.2% | -10.8% | -5.1% |
| 7D | -10.0% | +13.6% | -23.6% | -13.0% |
| 30D | -19.4% | +19.3% | -38.7% | -23.3% |
| 3M | -12.5% | +3.5% | -16.0% | -12.7% |
| 6M | +8.2% | +18.6% | -10.4% | +0.6% |
| YTD | +40.7% | +16.7% | +24.0% | +30.7% |
| 1Y | +46.1% | +14.6% | +31.5% | +37.7% |
| All | +46.1% | +16.2% | +30.0% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling