+784.0%
AU vs PHM
+1,921.3%
-1,137.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +0.8% |
| 7D | +0.6% | -3.9% | +4.5% | +1.2% |
| 30D | +12.3% | -8.6% | +20.9% | +13.7% |
| 3M | +29.4% | -2.9% | +32.3% | +29.8% |
| 6M | +3.2% | -5.7% | +8.9% | +4.1% |
| YTD | +31.8% | +1.9% | +29.9% | +31.4% |
| 1Y | +83.4% | -12.3% | +95.7% | +86.4% |
| 3Y | +623.1% | +50.8% | +572.3% | +574.0% |
| 5Y | +700.5% | +157.3% | +543.2% | +585.0% |
| 10Y | +717.6% | +566.5% | +151.0% | +501.4% |
| All | +784.0% | +1,921.3% | -1,137.3% | +522.5% |
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