+7,210.0%
URI vs PHM
+3,305.7%
+3,904.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +2.0% |
| 7D | -9.8% | +6.2% | -16.0% | -12.6% |
| 30D | +1.7% | +17.9% | -16.2% | -6.1% |
| 3M | -9.1% | +2.5% | -11.5% | -10.7% |
| 6M | +9.9% | +10.8% | -0.9% | +3.4% |
| YTD | +31.2% | +13.7% | +17.5% | +21.8% |
| 1Y | +25.9% | +12.4% | +13.6% | +17.4% |
| 3Y | +147.4% | +65.6% | +81.7% | +89.7% |
| 5Y | +179.7% | +175.3% | +4.4% | +67.3% |
| 10Y | +1,419.5% | +713.9% | +705.6% | +438.2% |
| All | +7,210.0% | +3,305.7% | +3,904.3% | +1,253.9% |
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 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