+137.5%
UMC vs PHM
+149.8%
-12.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -1.9% |
| 7D | +11.4% | -6.4% | +17.7% | +13.5% |
| 30D | +16.8% | -12.1% | +28.9% | +21.2% |
| 3M | +19.1% | -1.5% | +20.6% | +18.5% |
| 6M | +137.4% | -6.0% | +143.5% | +138.9% |
| YTD | +186.4% | -0.3% | +186.7% | +180.6% |
| 1Y | +229.1% | -13.3% | +242.4% | +236.8% |
| 3Y | +257.9% | +47.6% | +210.3% | +176.6% |
| 5Y | +137.5% | +154.7% | -17.2% | +36.9% |
| All | +137.5% | +149.8% | -12.3% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling