+280.6%
CME vs PHM
+545.0%
-264.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -0.6% | -3.9% | +3.2% | 0.0% |
| 30D | +4.7% | -8.6% | +13.2% | +6.0% |
| 3M | +7.8% | -2.9% | +10.8% | +7.8% |
| 6M | -11.0% | -5.7% | -5.3% | -10.8% |
| YTD | +4.0% | +1.9% | +2.2% | +2.6% |
| 1Y | +9.1% | -12.3% | +21.4% | +10.2% |
| 3Y | +52.3% | +50.8% | +1.5% | +33.6% |
| 5Y | +76.1% | +157.3% | -81.2% | +31.9% |
| 10Y | +280.6% | +566.5% | -285.9% | +109.7% |
| All | +280.6% | +545.0% | -264.4% | +109.7% |
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