+74.6%
CLF vs PHM
+670.5%
-595.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.3% |
| 7D | +10.4% | -4.1% | +14.5% | +12.5% |
| 30D | +0.6% | +16.1% | -15.6% | -8.0% |
| 3M | +4.1% | -2.5% | +6.6% | +3.6% |
| 6M | +15.1% | +12.9% | +2.2% | +5.4% |
| YTD | -4.7% | +9.0% | -13.8% | -11.6% |
| 1Y | +20.4% | +8.2% | +12.2% | +11.7% |
| 3Y | -23.4% | +58.4% | -81.8% | -43.9% |
| 5Y | -43.3% | +159.2% | -202.5% | -69.1% |
| All | +74.6% | +670.5% | -595.9% | -37.7% |
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