-7.9%
SHW vs PHM
-6.9%
-1.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -3.2% | -3.2% | 0.0% | -1.3% |
| 30D | -9.5% | -6.4% | -3.1% | -5.9% |
| 3M | +11.5% | +5.5% | +6.0% | +8.2% |
| 6M | -3.5% | -5.4% | +1.9% | -1.6% |
| YTD | +3.7% | +6.6% | -2.9% | -0.2% |
| 1Y | -7.9% | -8.8% | +0.9% | -5.1% |
| All | -7.9% | -6.9% | -1.0% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling