+3,663.5%
SHOP vs PHM
+677.6%
+2,985.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.2% |
| 7D | -2.5% | -4.8% | +2.3% | 0.0% |
| 30D | -16.7% | +16.5% | -33.2% | -23.3% |
| 3M | -2.2% | -2.0% | -0.2% | -1.5% |
| 6M | +45.6% | +12.7% | +32.9% | +35.8% |
| YTD | -7.3% | +11.2% | -18.4% | -14.4% |
| 1Y | -6.1% | +7.7% | -13.8% | -12.0% |
| 3Y | +143.3% | +60.9% | +82.4% | +74.2% |
| 5Y | +0.2% | +167.7% | -167.5% | -45.2% |
| 10Y | +3,663.5% | +692.1% | +2,971.4% | +1,200.0% |
| All | +3,663.5% | +677.6% | +2,985.8% | +1,200.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling