+2,435.9%
SAP vs PHM
+4,672.7%
-2,236.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.3% | -0.5% |
| 7D | +1.5% | +2.9% | -1.4% | +0.7% |
| 30D | +8.8% | +16.5% | -7.7% | +4.3% |
| 3M | +12.1% | +0.6% | +11.4% | +11.6% |
| 6M | +34.6% | +11.6% | +23.0% | +30.0% |
| YTD | -2.1% | +12.1% | -14.2% | -6.3% |
| 1Y | -5.5% | +9.6% | -15.2% | -9.2% |
| 3Y | +67.4% | +62.3% | +5.2% | +41.3% |
| 5Y | +74.6% | +170.4% | -95.8% | +25.9% |
| 10Y | +224.0% | +683.0% | -459.0% | +65.1% |
| All | +2,435.9% | +4,672.7% | -2,236.8% | +386.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 all: compounded portfolio wealth divided by compounded PHM 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…
all analysis · Full analysis span regression · 6 months rolling