+7,654.3%
CME vs PHM
+1,312.9%
+6,341.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.4% |
| 7D | +2.7% | -6.1% | +8.8% | +4.3% |
| 30D | +13.5% | +13.7% | -0.3% | +9.4% |
| 3M | +20.9% | -1.5% | +22.4% | +20.8% |
| 6M | +11.5% | +11.3% | +0.2% | +7.0% |
| YTD | +19.5% | +8.9% | +10.5% | +14.3% |
| 1Y | +17.2% | +6.1% | +11.1% | +12.7% |
| 3Y | +65.1% | +57.7% | +7.5% | +36.1% |
| 5Y | +73.1% | +159.0% | -85.8% | +18.4% |
| 10Y | +305.3% | +676.2% | -370.9% | +81.8% |
| All | +7,654.3% | +1,312.9% | +6,341.4% | +2,249.9% |
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