+388.8%
GH vs PHM
+437.3%
-48.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.7% |
| 7D | -2.5% | -5.0% | +2.5% | -0.3% |
| 30D | -4.7% | -8.4% | +3.8% | -1.2% |
| 3M | +20.2% | -4.4% | +24.7% | +21.4% |
| 6M | +78.8% | -3.7% | +82.5% | +79.6% |
| YTD | +54.1% | +1.3% | +52.8% | +50.2% |
| 1Y | +177.1% | -14.0% | +191.1% | +188.8% |
| 3Y | +371.6% | +48.1% | +323.5% | +275.6% |
| 5Y | +21.9% | +158.8% | -136.9% | -24.8% |
| All | +388.8% | +437.3% | -48.5% | +141.6% |
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