+65.2%
CME vs PHM
+59.1%
+6.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.3% |
| 7D | +2.7% | -6.1% | +8.8% | +2.2% |
| 30D | +13.5% | +13.7% | -0.3% | +14.7% |
| 3M | +20.9% | -1.5% | +22.4% | +20.8% |
| 6M | +11.5% | +11.3% | +0.2% | +12.5% |
| YTD | +19.5% | +8.9% | +10.5% | +20.6% |
| 1Y | +17.2% | +6.1% | +11.1% | +18.2% |
| All | +65.2% | +59.1% | +6.0% | +83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling