+2,233.8%
SAP vs PHM
+4,438.0%
-2,204.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.9% | -3.2% | +0.3% | -2.1% |
| 30D | +9.0% | -6.4% | +15.4% | +10.9% |
| 3M | +14.9% | +5.5% | +9.5% | +13.0% |
| 6M | +11.9% | -5.4% | +17.3% | +12.9% |
| YTD | -9.9% | +6.6% | -16.5% | -12.4% |
| 1Y | -19.5% | -8.8% | -10.7% | -18.7% |
| 3Y | +61.8% | +54.1% | +7.7% | +38.4% |
| 5Y | +56.2% | +144.5% | -88.3% | +15.7% |
| 10Y | +180.6% | +569.4% | -388.8% | +49.1% |
| All | +2,233.8% | +4,438.0% | -2,204.3% | +354.9% |
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