+8.7%
CNH vs PHM
+152.9%
-144.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.5% | -2.0% | -4.1% |
| 7D | +8.8% | -2.5% | +11.3% | +10.0% |
| 30D | +24.7% | -9.7% | +34.3% | +29.8% |
| 3M | +27.3% | +2.2% | +25.1% | +26.0% |
| 6M | +23.2% | -5.7% | +28.8% | +25.8% |
| YTD | +48.9% | +2.8% | +46.1% | +46.9% |
| 1Y | +19.4% | -14.4% | +33.8% | +25.9% |
| 3Y | +7.8% | +52.2% | -44.5% | -10.3% |
| 5Y | +8.7% | +154.3% | -145.5% | -28.7% |
| All | +8.7% | +152.9% | -144.1% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling