+203.8%
DHR vs PHM
+568.1%
-364.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.6% |
| 7D | -3.6% | -5.0% | +1.4% | -2.3% |
| 30D | -2.7% | -8.4% | +5.7% | -0.5% |
| 3M | +10.9% | -4.4% | +15.4% | +12.0% |
| 6M | +3.0% | -3.7% | +6.8% | +3.6% |
| YTD | -12.2% | +1.3% | -13.5% | -13.1% |
| 1Y | +3.3% | -14.0% | +17.3% | +6.5% |
| 3Y | -8.2% | +48.1% | -56.3% | -18.7% |
| 5Y | -29.9% | +158.8% | -188.7% | -47.1% |
| All | +203.8% | +568.1% | -364.3% | +88.6% |
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