+25.2%
UAL vs PHM
+14.7%
+10.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.6% | +4.2% | +4.8% |
| 7D | +10.2% | +3.5% | +6.7% | +7.4% |
| 30D | +12.0% | +21.2% | -9.2% | -3.2% |
| 3M | -7.1% | +2.5% | -9.6% | -8.6% |
| 6M | +20.9% | +16.1% | +4.8% | +7.3% |
| YTD | +7.7% | +16.6% | -9.0% | -4.4% |
| All | +25.2% | +14.7% | +10.5% | +11.9% |
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