+18.8%
CLF vs PHM
+14.7%
+4.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.6% | +4.4% | +6.5% |
| 7D | -14.1% | +3.5% | -17.6% | -14.6% |
| 30D | -5.5% | +21.2% | -26.7% | -10.2% |
| 3M | 0.0% | +2.5% | -2.5% | +1.1% |
| 6M | +11.3% | +16.1% | -4.8% | +4.8% |
| YTD | -7.7% | +16.6% | -24.3% | -14.0% |
| All | +18.8% | +14.7% | +4.1% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling