+7.2%
GEHC vs PHM
+169.5%
-162.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.1% |
| 7D | -7.2% | -5.0% | -2.2% | -5.4% |
| 30D | -11.6% | -8.4% | -3.1% | -8.6% |
| 3M | -0.8% | -4.4% | +3.6% | +0.4% |
| 6M | -11.9% | -3.7% | -8.2% | -11.1% |
| YTD | -21.9% | +1.3% | -23.2% | -22.8% |
| 1Y | -17.8% | -14.0% | -3.8% | -14.2% |
| 3Y | -3.5% | +48.1% | -51.7% | -17.8% |
| All | +7.2% | +169.5% | -162.3% | -23.7% |
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