+516.7%
CAH vs PHM
+158.6%
+358.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +3.5% | -4.1% | +7.6% | +3.9% |
| 30D | +13.5% | +16.1% | -2.7% | +11.8% |
| 3M | +21.8% | -2.5% | +24.3% | +22.0% |
| 6M | +51.5% | +12.9% | +38.6% | +49.6% |
| YTD | +38.1% | +9.0% | +29.1% | +36.4% |
| 1Y | +37.7% | +8.2% | +29.5% | +36.0% |
| 3Y | +179.6% | +58.4% | +121.2% | +157.1% |
| All | +516.7% | +158.6% | +358.1% | +393.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling