+106.3%
CNH vs PHM
+669.9%
-563.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.0% | -2.2% | -3.4% |
| 7D | +6.4% | -6.1% | +12.5% | +9.2% |
| 30D | -1.6% | +13.7% | -15.4% | -6.8% |
| 3M | +11.6% | -1.5% | +13.1% | +11.9% |
| 6M | +12.5% | +11.3% | +1.3% | +7.4% |
| YTD | +31.1% | +8.9% | +22.2% | +26.0% |
| 1Y | +17.0% | +6.1% | +10.9% | +13.5% |
| 3Y | +28.7% | +57.7% | -28.9% | +4.5% |
| 5Y | -17.4% | +159.0% | -176.4% | -46.9% |
| All | +106.3% | +669.9% | -563.6% | -6.5% |
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