+20,418.4%
SHW vs PHM
+11,456.8%
+8,961.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -3.2% | -3.2% | 0.0% | -2.4% |
| 30D | -9.5% | -6.4% | -3.1% | -7.9% |
| 3M | +11.5% | +5.5% | +6.0% | +10.0% |
| 6M | -3.5% | -5.4% | +1.9% | -2.0% |
| YTD | +3.7% | +6.6% | -2.9% | +2.1% |
| 1Y | -7.9% | -8.8% | +0.9% | -5.7% |
| 3Y | +24.7% | +54.1% | -29.4% | +10.1% |
| 5Y | +13.6% | +144.5% | -130.9% | -12.0% |
| 10Y | +283.0% | +569.4% | -286.5% | +122.6% |
| All | +20,418.4% | +11,456.8% | +8,961.7% | +4,456.0% |
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 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