+6,446.5%
DOV vs PHM
+11,720.3%
-5,273.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +3.0% | -4.1% | +7.1% | +4.1% |
| 30D | +8.6% | +16.1% | -7.6% | +4.2% |
| 3M | +1.9% | -2.5% | +4.4% | +2.2% |
| 6M | -1.7% | +12.9% | -14.6% | -5.3% |
| YTD | +8.3% | +9.0% | -0.7% | +5.1% |
| 1Y | +16.6% | +8.2% | +8.4% | +13.2% |
| 3Y | +65.1% | +58.4% | +6.7% | +43.3% |
| 5Y | +29.2% | +159.2% | -130.0% | -3.0% |
| 10Y | +329.7% | +676.9% | -347.2% | +137.4% |
| All | +6,446.5% | +11,720.3% | -5,273.8% | +1,563.5% |
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