+30.7%
ULTA vs PHM
+49.3%
-18.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.4% |
| 3M | +14.8% | -4.4% | +19.2% | +15.9% |
| 6M | -16.2% | -3.7% | -12.5% | -15.7% |
| YTD | -9.6% | +1.3% | -10.9% | -10.9% |
| 1Y | +4.8% | -14.0% | +18.8% | +8.2% |
| 3Y | +30.7% | +48.1% | -17.4% | +10.9% |
| All | +30.7% | +49.3% | -18.6% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling