+1,431.7%
MOH vs PHM
+801.2%
+630.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.6% |
| 7D | +1.7% | -5.0% | +6.7% | +2.9% |
| 30D | -0.9% | -8.4% | +7.6% | +1.1% |
| 3M | +5.7% | -4.4% | +10.1% | +6.4% |
| 6M | +39.1% | -3.7% | +42.9% | +39.2% |
| YTD | +17.7% | +1.3% | +16.4% | +16.2% |
| 1Y | +8.4% | -14.0% | +22.4% | +10.9% |
| 3Y | -36.6% | +48.1% | -84.7% | -43.9% |
| 5Y | -19.1% | +158.8% | -177.9% | -38.7% |
| 10Y | +262.8% | +562.8% | -300.0% | +109.7% |
| All | +1,431.7% | +801.2% | +630.5% | +637.4% |
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