+279.7%
UAL vs PHM
+328.8%
-49.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.6% | +4.2% | +5.3% |
| 7D | +10.2% | +3.5% | +6.7% | +8.2% |
| 30D | +12.0% | +21.2% | -9.2% | +0.4% |
| 3M | -7.1% | +2.5% | -9.6% | -8.5% |
| 6M | +20.9% | +16.1% | +4.8% | +11.2% |
| YTD | +7.7% | +16.6% | -9.0% | -1.4% |
| 1Y | +23.6% | +14.4% | +9.1% | +14.2% |
| 3Y | +222.6% | +71.9% | +150.7% | +128.4% |
| 5Y | +127.9% | +174.3% | -46.4% | +18.8% |
| 10Y | +100.2% | +744.0% | -643.8% | -48.1% |
| All | +279.7% | +328.8% | -49.1% | -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 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