+117.9%
ASML vs PHM
+67.6%
+50.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.6% | -8.7% | -9.2% |
| 7D | -19.0% | +8.7% | -27.7% | -21.2% |
| 30D | -25.9% | +16.4% | -42.3% | -29.7% |
| 3M | -19.1% | +1.8% | -20.9% | -19.8% |
| 6M | -5.7% | +15.1% | -20.8% | -11.1% |
| YTD | +27.6% | +16.0% | +11.6% | +19.5% |
| 1Y | +30.8% | +14.1% | +16.7% | +22.9% |
| All | +117.9% | +67.6% | +50.3% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling