+62,704.0%
SU vs PHM
+10,710.1%
+51,993.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.2% |
| 7D | +1.7% | -6.4% | +8.0% | +2.7% |
| 30D | +9.6% | -12.1% | +21.7% | +11.8% |
| 3M | +11.7% | -1.5% | +13.3% | +11.4% |
| 6M | +21.9% | -6.0% | +27.9% | +21.9% |
| YTD | +58.6% | -0.3% | +58.9% | +56.8% |
| 1Y | +66.5% | -13.3% | +79.9% | +68.2% |
| 3Y | +121.4% | +47.6% | +73.9% | +101.0% |
| 5Y | +355.7% | +154.7% | +201.0% | +270.4% |
| 10Y | +264.2% | +552.4% | -288.2% | +148.8% |
| All | +62,704.0% | +10,710.1% | +51,993.9% | +38,131.1% |
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 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