+23.2%
GH vs PHM
+149.8%
-126.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.1% |
| 7D | -1.2% | -6.4% | +5.1% | +2.5% |
| 30D | -3.7% | -12.1% | +8.4% | +3.5% |
| 3M | +21.7% | -1.5% | +23.2% | +20.7% |
| 6M | +75.7% | -6.0% | +81.8% | +78.7% |
| YTD | +55.7% | -0.3% | +56.0% | +50.6% |
| 1Y | +181.1% | -13.3% | +194.5% | +194.3% |
| 3Y | +371.6% | +47.6% | +324.0% | +214.7% |
| 5Y | +23.2% | +154.7% | -131.5% | -49.6% |
| All | +23.2% | +149.8% | -126.6% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling