+54,250.3%
DHR vs PHM
+11,050.0%
+43,200.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.4% |
| 7D | -0.8% | -2.5% | +1.7% | -0.3% |
| 30D | +0.2% | -9.7% | +9.9% | +2.4% |
| 3M | +12.1% | +2.2% | +9.8% | +11.3% |
| 6M | +5.4% | -5.7% | +11.1% | +6.4% |
| YTD | -10.0% | +2.8% | -12.8% | -11.0% |
| 1Y | +4.1% | -14.4% | +18.5% | +6.9% |
| 3Y | -5.2% | +52.2% | -57.4% | -15.0% |
| 5Y | -28.2% | +154.3% | -182.5% | -43.3% |
| 10Y | +208.4% | +545.9% | -337.5% | +89.0% |
| All | +54,250.3% | +11,050.0% | +43,200.3% | +14,877.4% |
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 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