+6.1%
PHM vs OUST
+46.4%
-40.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -1.9% |
| 7D | -6.1% | +19.9% | -26.0% | -6.5% |
| 30D | +13.7% | +3.6% | +10.1% | +13.5% |
| 3M | -1.5% | -20.6% | +19.1% | -1.2% |
| 6M | +11.3% | +35.1% | -23.8% | +7.8% |
| YTD | +8.9% | +69.1% | -60.2% | +4.3% |
| 1Y | +6.1% | +49.9% | -43.8% | +2.7% |
| All | +6.1% | +46.4% | -40.3% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling