+12.9%
SHW vs PHM
+152.6%
-139.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.7% | -1.2% |
| 7D | -3.2% | -3.9% | +0.7% | -1.4% |
| 30D | -11.4% | -8.6% | -2.8% | -7.7% |
| 3M | +3.5% | -2.9% | +6.4% | +5.0% |
| 6M | -3.4% | -5.7% | +2.3% | -0.9% |
| YTD | -0.3% | +1.9% | -2.2% | -1.3% |
| 1Y | -10.4% | -12.3% | +1.9% | -5.6% |
| 3Y | +21.3% | +50.8% | -29.5% | -2.6% |
| 5Y | +12.9% | +157.3% | -144.4% | -31.3% |
| All | +12.9% | +152.6% | -139.7% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling