+1,559.3%
ASML vs PHM
+669.9%
+889.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -1.6% |
| 7D | +10.4% | -6.1% | +16.5% | +13.0% |
| 30D | -12.7% | +13.7% | -26.5% | -17.8% |
| 3M | -17.2% | -1.5% | -15.6% | -17.6% |
| 6M | -1.3% | +11.3% | -12.6% | -7.2% |
| YTD | +40.8% | +8.9% | +31.9% | +33.1% |
| 1Y | +45.2% | +6.1% | +39.1% | +38.4% |
| 3Y | +131.8% | +57.7% | +74.1% | +80.3% |
| 5Y | +84.0% | +159.0% | -74.9% | +13.2% |
| All | +1,559.3% | +669.9% | +889.4% | +614.3% |
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 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