+106.3%
CNH vs PHM
+709.0%
-602.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.9% | -0.5% | -2.8% |
| 7D | +4.5% | +2.9% | +1.6% | +3.3% |
| 30D | +7.6% | +16.5% | -8.8% | +0.9% |
| 3M | +17.0% | +0.6% | +16.3% | +16.3% |
| 6M | +12.9% | +11.6% | +1.4% | +7.6% |
| YTD | +34.3% | +12.1% | +22.2% | +27.5% |
| 1Y | +28.5% | +9.6% | +18.9% | +23.1% |
| 3Y | +31.9% | +62.3% | -30.4% | +5.8% |
| 5Y | -9.6% | +170.4% | -180.0% | -42.9% |
| 10Y | +106.3% | +683.0% | -576.7% | -8.4% |
| All | +106.3% | +709.0% | -602.7% | -8.4% |
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