+245.6%
CRH vs PHM
+568.1%
-322.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.3% |
| 7D | -6.1% | -5.0% | -1.1% | -3.9% |
| 30D | -9.3% | -8.4% | -0.8% | -5.7% |
| 3M | -15.2% | -4.4% | -10.8% | -13.5% |
| 6M | -14.2% | -3.7% | -10.5% | -12.7% |
| YTD | -28.3% | +1.3% | -29.5% | -28.7% |
| 1Y | -21.8% | -14.0% | -7.7% | -17.0% |
| 3Y | +71.6% | +48.1% | +23.5% | +40.6% |
| 5Y | +96.6% | +158.8% | -62.2% | +22.6% |
| All | +245.6% | +568.1% | -322.5% | +44.4% |
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