+630.6%
CLF vs PHM
+12,230.3%
-11,599.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.4% |
| 7D | -19.6% | +6.2% | -25.8% | -21.6% |
| 30D | -5.0% | +17.9% | -22.9% | -11.1% |
| 3M | -6.3% | +2.5% | -8.8% | -8.2% |
| 6M | +2.8% | +10.8% | -8.0% | -2.4% |
| YTD | -13.7% | +13.7% | -27.4% | -18.9% |
| 1Y | +13.6% | +12.4% | +1.2% | +7.0% |
| 3Y | -34.0% | +65.6% | -99.6% | -46.5% |
| 5Y | -48.7% | +175.3% | -224.1% | -65.6% |
| 10Y | +113.4% | +713.9% | -600.5% | -1.8% |
| All | +630.6% | +12,230.3% | -11,599.8% | +121.9% |
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