+170.4%
PHM vs OUST
-49.4%
+219.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.8% |
| 7D | +2.9% | +31.9% | -29.0% | +0.6% |
| 30D | +16.5% | -4.2% | +20.7% | +16.4% |
| 3M | +0.6% | -9.3% | +9.9% | +0.6% |
| 6M | +11.6% | +51.7% | -40.1% | +4.1% |
| YTD | +12.1% | +76.6% | -64.5% | +2.0% |
| 1Y | +9.6% | +48.9% | -39.3% | +1.0% |
| 3Y | +62.3% | +675.3% | -613.0% | +13.5% |
| 5Y | +170.4% | -44.0% | +214.4% | +128.7% |
| All | +170.4% | -49.4% | +219.8% | +128.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling