+116.3%
CLF vs PHM
+540.0%
-423.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | +0.1% |
| 7D | +6.5% | -2.5% | +9.0% | +7.9% |
| 30D | +0.2% | -9.7% | +9.9% | +5.2% |
| 3M | -3.1% | +2.2% | -5.3% | -5.3% |
| 6M | +25.0% | -5.7% | +30.7% | +27.0% |
| YTD | -7.5% | +2.8% | -10.3% | -10.2% |
| 1Y | +11.5% | -14.4% | +25.9% | +18.0% |
| 3Y | -13.7% | +52.2% | -65.9% | -34.9% |
| 5Y | -47.0% | +154.3% | -201.2% | -70.6% |
| 10Y | +116.3% | +545.9% | -429.5% | -24.7% |
| All | +116.3% | +540.0% | -423.7% | -24.7% |
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