+45.7%
CNH vs PHM
+835.0%
-789.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | +6.7% | -4.8% | +11.4% | +8.8% |
| 30D | +7.2% | +16.5% | -9.3% | +0.6% |
| 3M | +17.5% | -2.0% | +19.5% | +18.0% |
| 6M | +15.0% | +12.7% | +2.3% | +9.2% |
| YTD | +36.8% | +11.2% | +25.6% | +30.4% |
| 1Y | +27.6% | +7.7% | +19.9% | +23.1% |
| 3Y | +34.3% | +60.9% | -26.6% | +8.4% |
| 5Y | -12.2% | +167.7% | -179.9% | -44.1% |
| 10Y | +113.9% | +692.1% | -578.2% | -15.7% |
| All | +45.7% | +835.0% | -789.3% | -45.9% |
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