+8.7%
PHM vs SM
+63.8%
-55.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.4% | -5.3% | -3.6% |
| 7D | +2.9% | -19.5% | +22.4% | -0.8% |
| 30D | +16.5% | -20.2% | +36.7% | +12.1% |
| 3M | +0.6% | -6.5% | +7.1% | 0.0% |
| 6M | +11.6% | +1.6% | +10.0% | +13.1% |
| YTD | +12.1% | +61.2% | -49.2% | +6.6% |
| All | +8.7% | +63.8% | -55.2% | +4.1% |
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