+425.9%
CARR vs PHM
+560.3%
-134.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.6% |
| 7D | +0.6% | -3.9% | +4.5% | +2.2% |
| 30D | -8.7% | -8.6% | -0.1% | -5.4% |
| 3M | -18.4% | -2.9% | -15.4% | -17.7% |
| 6M | -0.6% | -5.7% | +5.1% | +1.2% |
| YTD | +10.9% | +1.9% | +9.1% | +9.5% |
| 1Y | -7.3% | -12.3% | +5.0% | -3.2% |
| 3Y | +2.9% | +50.8% | -47.9% | -14.3% |
| 5Y | +9.6% | +157.3% | -147.6% | -26.1% |
| All | +425.9% | +560.3% | -134.3% | +190.1% |
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 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