+97,349.8%
ASML vs PHM
+5,571.4%
+91,778.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +1.1% | -3.2% | +4.3% | +2.3% |
| 30D | +2.2% | -6.4% | +8.6% | +4.5% |
| 3M | -2.3% | +5.5% | -7.8% | -4.8% |
| 6M | +23.0% | -5.4% | +28.4% | +24.7% |
| YTD | +61.1% | +6.6% | +54.5% | +56.1% |
| 1Y | +129.1% | -8.8% | +138.0% | +133.6% |
| 3Y | +165.4% | +54.1% | +111.2% | +118.7% |
| 5Y | +109.5% | +144.5% | -35.0% | +45.0% |
| 10Y | +1,645.7% | +569.4% | +1,076.3% | +695.0% |
| All | +97,349.8% | +5,571.4% | +91,778.3% | +11,112.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling