+73.5%
CART vs PHM
+81.7%
-8.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.1% |
| 7D | +1.5% | +3.5% | -2.0% | +0.8% |
| 30D | +22.4% | +21.2% | +1.2% | +18.0% |
| 3M | +16.5% | +2.5% | +14.1% | +15.7% |
| 6M | +44.9% | +16.1% | +28.8% | +41.0% |
| YTD | +30.0% | +16.6% | +13.3% | +25.6% |
| 1Y | +59.1% | +14.4% | +44.6% | +54.0% |
| 3Y | +138.8% | +71.9% | +66.9% | +72.7% |
| All | +73.5% | +81.7% | -8.2% | +21.5% |
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