+401.3%
GH vs PHM
+465.4%
-64.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -0.1% | -3.2% | +3.1% | +1.3% |
| 30D | -1.1% | -6.4% | +5.4% | +1.7% |
| 3M | +21.3% | +5.5% | +15.8% | +17.2% |
| 6M | +73.5% | -5.4% | +79.0% | +75.9% |
| YTD | +58.0% | +6.6% | +51.4% | +50.7% |
| 1Y | +163.1% | -8.8% | +171.9% | +167.2% |
| 3Y | +361.0% | +54.1% | +306.9% | +260.5% |
| 5Y | +22.5% | +144.5% | -121.9% | -23.7% |
| All | +401.3% | +465.4% | -64.1% | +142.5% |
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