+672.3%
AU vs PHM
+568.1%
+104.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.2% |
| 7D | -4.3% | -5.0% | +0.7% | -3.2% |
| 30D | +7.3% | -8.4% | +15.7% | +9.5% |
| 3M | +26.3% | -4.4% | +30.8% | +27.3% |
| 6M | +1.8% | -3.7% | +5.5% | +2.6% |
| YTD | +26.8% | +1.3% | +25.5% | +26.3% |
| 1Y | +66.7% | -14.0% | +80.7% | +71.4% |
| 3Y | +579.1% | +48.1% | +531.0% | +508.3% |
| 5Y | +689.3% | +158.8% | +530.6% | +511.4% |
| All | +672.3% | +568.1% | +104.2% | +376.8% |
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 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