-5.1%
CNH vs PHM
+180.8%
-185.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.6% | +8.3% | +9.8% |
| 7D | +8.6% | +3.5% | +5.1% | +6.9% |
| 30D | +12.6% | +21.2% | -8.6% | +3.7% |
| 3M | +17.5% | +2.5% | +15.0% | +15.9% |
| 6M | +18.1% | +16.1% | +2.0% | +10.6% |
| YTD | +40.4% | +16.6% | +23.8% | +31.1% |
| 1Y | +34.0% | +14.4% | +19.6% | +25.9% |
| 3Y | +35.3% | +71.9% | -36.6% | +6.9% |
| 5Y | -5.1% | +174.3% | -179.4% | -41.3% |
| All | -5.1% | +180.8% | -185.9% | -41.3% |
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