+696.9%
CLF vs PHM
+11,456.8%
-10,759.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +7.6% | -3.2% | +10.8% | +8.8% |
| 30D | -1.2% | -6.4% | +5.2% | +0.9% |
| 3M | -13.4% | +5.5% | -18.9% | -15.5% |
| 6M | +15.4% | -5.4% | +20.9% | +16.9% |
| YTD | -5.9% | +6.6% | -12.5% | -8.6% |
| 1Y | +18.8% | -8.8% | +27.7% | +21.2% |
| 3Y | -19.4% | +54.1% | -73.5% | -32.5% |
| 5Y | -47.7% | +144.5% | -192.2% | -63.1% |
| 10Y | +130.4% | +569.4% | -439.0% | +14.2% |
| All | +696.9% | +11,456.8% | -10,759.9% | +150.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling