+606.1%
COST vs PHM
+568.1%
+37.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | 0.0% |
| 7D | -1.2% | -5.0% | +3.8% | -0.3% |
| 30D | -4.7% | -8.4% | +3.7% | -3.3% |
| 3M | -7.1% | -4.4% | -2.7% | -6.6% |
| 6M | -8.5% | -3.7% | -4.8% | -8.4% |
| YTD | +5.4% | +1.3% | +4.1% | +4.4% |
| 1Y | -5.6% | -14.0% | +8.4% | -3.9% |
| 3Y | +68.5% | +48.1% | +20.4% | +50.8% |
| 5Y | +105.2% | +158.8% | -53.5% | +61.2% |
| All | +606.1% | +568.1% | +37.9% | +390.1% |
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