+108.6%
ASML vs PHM
+145.9%
-37.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +1.1% | -3.2% | +4.3% | +2.6% |
| 30D | +2.2% | -6.4% | +8.6% | +5.1% |
| 3M | -2.3% | +5.5% | -7.8% | -5.7% |
| 6M | +23.0% | -5.4% | +28.4% | +24.8% |
| YTD | +61.1% | +6.6% | +54.5% | +53.9% |
| 1Y | +129.1% | -8.8% | +138.0% | +134.1% |
| 3Y | +165.4% | +54.1% | +111.2% | +93.7% |
| All | +108.6% | +145.9% | -37.4% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling