-19.9%
USAR vs PHM
+58.8%
-78.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -2.3% |
| 7D | +8.8% | -6.1% | +14.9% | +9.1% |
| 30D | -28.5% | +13.7% | -42.2% | -29.0% |
| 3M | -56.2% | -1.5% | -54.6% | -56.2% |
| 6M | -68.4% | +11.3% | -79.7% | -68.6% |
| YTD | -32.2% | +8.9% | -41.1% | -32.8% |
| 1Y | -52.3% | +6.1% | -58.4% | -52.8% |
| 3Y | -21.2% | +57.7% | -78.9% | -20.6% |
| All | -19.9% | +58.8% | -78.7% | -19.2% |
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