+63.5%
PHM vs OUST
+554.0%
-490.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | 0.0% |
| 7D | -3.2% | +5.2% | -8.4% | -3.5% |
| 30D | -6.4% | -19.3% | +12.8% | -5.4% |
| 3M | +5.5% | -22.6% | +28.1% | +5.7% |
| 6M | -5.4% | +62.8% | -68.2% | -11.2% |
| YTD | +6.6% | +68.3% | -61.8% | -0.6% |
| 1Y | -8.8% | +28.5% | -37.4% | -14.2% |
| All | +63.5% | +554.0% | -490.5% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling