+6,046.1%
CRH vs PHM
+10,881.9%
-4,835.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.6% |
| 7D | -6.1% | -5.0% | -1.1% | -4.9% |
| 30D | -9.3% | -8.4% | -0.8% | -7.3% |
| 3M | -15.2% | -4.4% | -10.8% | -14.2% |
| 6M | -14.2% | -3.7% | -10.5% | -13.3% |
| YTD | -28.3% | +1.3% | -29.5% | -28.4% |
| 1Y | -21.8% | -14.0% | -7.7% | -19.0% |
| 3Y | +71.6% | +48.1% | +23.5% | +55.1% |
| 5Y | +96.6% | +158.8% | -62.2% | +54.5% |
| 10Y | +253.8% | +562.8% | -308.9% | +121.8% |
| All | +6,046.1% | +10,881.9% | -4,835.9% | +3,176.9% |
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