+228.4%
UNH vs PHM
+568.1%
-339.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.7% |
| 7D | -4.5% | -5.0% | +0.4% | -3.5% |
| 30D | -6.5% | -8.4% | +1.9% | -4.7% |
| 3M | -6.0% | -4.4% | -1.6% | -5.4% |
| 6M | +33.7% | -3.7% | +37.4% | +33.7% |
| YTD | +16.4% | +1.3% | +15.1% | +14.7% |
| 1Y | +10.1% | -14.0% | +24.1% | +12.6% |
| 3Y | -16.3% | +48.1% | -64.4% | -27.8% |
| 5Y | +2.1% | +158.8% | -156.7% | -27.5% |
| All | +228.4% | +568.1% | -339.8% | +65.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling