+93.0%
ASML vs PHM
+166.0%
-73.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +1.3% |
| 7D | -2.9% | +2.9% | -5.8% | -4.3% |
| 30D | -15.2% | +16.5% | -31.7% | -21.5% |
| 3M | -12.9% | +0.6% | -13.5% | -14.1% |
| 6M | -5.0% | +11.6% | -16.6% | -11.6% |
| YTD | +41.8% | +12.1% | +29.7% | +31.0% |
| 1Y | +46.0% | +9.6% | +36.4% | +35.9% |
| 3Y | +133.5% | +62.3% | +71.2% | +63.7% |
| 5Y | +93.0% | +170.4% | -77.4% | -6.6% |
| All | +93.0% | +166.0% | -73.0% | -6.6% |
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