+11.5%
CLF vs PHM
-13.4%
+24.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -0.5% |
| 7D | +6.5% | -2.5% | +9.0% | +7.4% |
| 30D | +0.2% | -9.7% | +9.9% | +3.6% |
| 3M | -3.1% | +2.2% | -5.3% | -5.4% |
| 6M | +25.0% | -5.7% | +30.7% | +24.1% |
| YTD | -7.5% | +2.8% | -10.3% | -9.9% |
| 1Y | +11.5% | -14.4% | +25.9% | +13.1% |
| All | +11.5% | -13.4% | +24.9% | +13.1% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling