+15.5%
GEHC vs PHM
+183.6%
-168.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -4.0% | -3.2% | -0.8% | -2.8% |
| 30D | -2.0% | -6.4% | +4.5% | +0.4% |
| 3M | +8.0% | +5.5% | +2.5% | +5.2% |
| 6M | -12.8% | -5.4% | -7.3% | -11.5% |
| YTD | -15.9% | +6.6% | -22.5% | -18.4% |
| 1Y | -6.9% | -8.8% | +1.9% | -4.9% |
| 3Y | 0.0% | +54.1% | -54.2% | -16.3% |
| All | +15.5% | +183.6% | -168.2% | -19.4% |
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