+14.0%
PHM vs ES
-0.3%
+14.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | +3.5% | -0.1% | +3.6% | +3.6% |
| 30D | +21.2% | +5.7% | +15.5% | +18.9% |
| 3M | +2.5% | -2.8% | +5.3% | +3.2% |
| 6M | +16.1% | +7.0% | +9.1% | +14.4% |
| YTD | +16.6% | +6.8% | +9.8% | +15.3% |
| All | +14.0% | -0.3% | +14.3% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling