+57.8%
PHM vs SM
-6.2%
+63.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.3% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -6.4% | +26.3% | -32.7% | -8.3% |
| 3M | +5.5% | +8.7% | -3.2% | +4.6% |
| 6M | -5.4% | +51.7% | -57.1% | -11.8% |
| YTD | +6.6% | +99.0% | -92.5% | -5.9% |
| 1Y | -8.8% | +34.6% | -43.4% | -13.7% |
| All | +57.8% | -6.2% | +63.9% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling