+14.6%
PHM vs SM
+70.4%
-55.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -15.3% | +22.5% | +4.3% |
| 7D | +13.6% | -21.5% | +35.1% | +9.2% |
| 30D | +19.3% | -11.4% | +30.7% | +17.0% |
| 3M | +3.5% | +0.6% | +2.9% | +4.2% |
| 6M | +18.6% | +0.2% | +18.3% | +20.5% |
| YTD | +16.7% | +69.7% | -53.0% | +11.9% |
| 1Y | +14.6% | +71.6% | -56.9% | +10.4% |
| All | +14.6% | +70.4% | -55.8% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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