+173.8%
CAH vs PHM
+49.3%
+124.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.7% |
| 7D | -5.1% | -5.0% | -0.1% | -4.9% |
| 30D | +0.2% | -8.4% | +8.6% | +0.6% |
| 3M | +6.3% | -4.4% | +10.7% | +6.6% |
| 6M | +9.4% | -3.7% | +13.1% | +9.6% |
| YTD | +15.0% | +1.3% | +13.7% | +15.0% |
| 1Y | +55.4% | -14.0% | +69.5% | +56.0% |
| 3Y | +173.8% | +48.1% | +125.7% | +162.1% |
| All | +173.8% | +49.3% | +124.5% | +162.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling