+251.3%
UAL vs PHM
+291.9%
-40.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | +0.7% | -3.2% | +3.9% | +2.6% |
| 30D | -16.1% | -6.4% | -9.7% | -12.9% |
| 3M | +6.1% | +5.5% | +0.6% | +3.0% |
| 6M | +10.8% | -5.4% | +16.3% | +14.9% |
| YTD | -0.4% | +6.6% | -7.0% | -3.9% |
| 1Y | +5.0% | -8.8% | +13.9% | +10.0% |
| 3Y | +124.0% | +54.1% | +69.9% | +68.3% |
| 5Y | +141.0% | +144.5% | -3.5% | +33.7% |
| 10Y | +118.0% | +569.4% | -451.4% | -35.7% |
| All | +251.3% | +291.9% | -40.5% | -33.1% |
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