+5,838.5%
OMC vs PHM
+11,050.0%
-5,211.5%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.0% |
| 7D | -5.8% | -2.5% | -3.3% | -5.3% |
| 30D | -4.8% | -9.7% | +4.8% | -2.8% |
| 3M | +9.2% | +2.2% | +7.0% | +8.5% |
| 6M | -2.5% | -5.7% | +3.2% | -1.7% |
| YTD | +2.6% | +2.8% | -0.3% | +1.2% |
| 1Y | +5.9% | -14.4% | +20.4% | +8.5% |
| 3Y | +14.2% | +52.2% | -38.0% | +2.2% |
| 5Y | +33.2% | +154.3% | -121.0% | +5.4% |
| 10Y | +33.4% | +545.9% | -512.5% | -16.6% |
| All | +5,838.5% | +11,050.0% | -5,211.5% | +1,842.2% |
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