+37.3%
GEHC vs PHM
+189.8%
-152.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.2% |
| 7D | -2.3% | -6.1% | +3.8% | 0.0% |
| 30D | +19.0% | +13.7% | +5.3% | +13.3% |
| 3M | +13.3% | -1.5% | +14.8% | +13.6% |
| 6M | +31.5% | +11.3% | +20.3% | +25.3% |
| YTD | 0.0% | +8.9% | -8.9% | -4.0% |
| 1Y | +9.4% | +6.1% | +3.3% | +5.9% |
| 3Y | +18.3% | +57.7% | -39.3% | -1.3% |
| All | +37.3% | +189.8% | -152.5% | -5.1% |
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