+287.5%
CAH vs PHM
+568.1%
-280.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.9% |
| 7D | -5.1% | -5.0% | -0.1% | -4.2% |
| 30D | +0.2% | -8.4% | +8.6% | +1.7% |
| 3M | +6.3% | -4.4% | +10.7% | +6.9% |
| 6M | +9.4% | -3.7% | +13.1% | +9.7% |
| YTD | +15.0% | +1.3% | +13.7% | +13.8% |
| 1Y | +55.4% | -14.0% | +69.5% | +58.3% |
| 3Y | +173.8% | +48.1% | +125.7% | +142.4% |
| 5Y | +395.2% | +158.8% | +236.4% | +274.1% |
| All | +287.5% | +568.1% | -280.7% | +144.0% |
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