+194.2%
PHM vs OUST
-60.2%
+254.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.8% | -8.3% | +1.7% |
| 7D | +3.5% | +36.7% | -33.2% | +0.9% |
| 30D | +21.2% | -3.3% | +24.5% | +21.0% |
| 3M | +2.5% | -11.1% | +13.6% | +2.6% |
| 6M | +16.1% | +53.1% | -37.0% | +8.6% |
| YTD | +16.6% | +78.2% | -61.6% | +6.5% |
| 1Y | +14.4% | +50.0% | -35.6% | +5.8% |
| 3Y | +71.9% | +836.2% | -764.3% | +21.4% |
| 5Y | +174.3% | -50.0% | +224.3% | +133.2% |
| All | +194.2% | -60.2% | +254.4% | +148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling