+297.1%
CME vs PHM
+684.3%
-387.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.4% | +2.1% |
| 7D | +1.7% | +2.9% | -1.3% | +1.1% |
| 30D | +10.2% | +16.5% | -6.3% | +7.5% |
| 3M | +17.8% | +0.6% | +17.1% | +17.4% |
| 6M | +11.0% | +11.6% | -0.6% | +8.3% |
| YTD | +17.0% | +12.1% | +4.9% | +13.5% |
| 1Y | +15.8% | +9.6% | +6.2% | +12.6% |
| 3Y | +61.8% | +62.3% | -0.5% | +40.7% |
| 5Y | +72.5% | +170.4% | -97.9% | +28.9% |
| All | +297.1% | +684.3% | -387.2% | +115.6% |
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