+280.4%
SHW vs PHM
+568.1%
-287.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.3% | +1.2% |
| 7D | -3.1% | -5.0% | +1.9% | -1.1% |
| 30D | -10.0% | -8.4% | -1.6% | -6.7% |
| 3M | +2.3% | -4.4% | +6.7% | +4.2% |
| 6M | +0.7% | -3.7% | +4.4% | +2.2% |
| YTD | +0.5% | +1.3% | -0.8% | -0.1% |
| 1Y | -11.5% | -14.0% | +2.6% | -6.4% |
| 3Y | +21.3% | +48.1% | -26.8% | +1.1% |
| 5Y | +12.5% | +158.8% | -146.2% | -26.7% |
| All | +280.4% | +568.1% | -287.7% | +63.8% |
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