+207.0%
C vs PHM
+670.5%
-463.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +4.2% | -4.1% | +8.3% | +5.7% |
| 30D | +2.0% | +16.1% | -14.2% | -3.9% |
| 3M | -10.1% | -2.5% | -7.6% | -9.9% |
| 6M | +1.0% | +12.9% | -11.9% | -4.8% |
| YTD | +8.5% | +9.0% | -0.5% | +2.8% |
| 1Y | +25.7% | +8.2% | +17.6% | +19.2% |
| 3Y | +216.0% | +58.4% | +157.6% | +146.7% |
| 5Y | +112.3% | +159.2% | -46.9% | +28.2% |
| All | +207.0% | +670.5% | -463.5% | +18.4% |
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