+4.8%
ULTA vs PHM
-12.7%
+17.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.6% |
| 7D | -3.1% | -5.0% | +1.9% | -1.6% |
| 30D | +2.8% | -8.4% | +11.2% | +5.3% |
| 3M | +14.8% | -4.4% | +19.2% | +15.9% |
| 6M | -16.2% | -3.7% | -12.5% | -15.8% |
| YTD | -9.6% | +1.3% | -10.9% | -11.2% |
| 1Y | +4.8% | -14.0% | +18.8% | +8.0% |
| All | +4.8% | -12.7% | +17.5% | +8.0% |
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 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