+59.3%
USAR vs PHM
+45.4%
+13.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.1% | -3.9% | -5.9% |
| 7D | -9.3% | -6.4% | -3.0% | -9.1% |
| 30D | -15.2% | -12.1% | -3.1% | -14.7% |
| 3M | -21.1% | -1.5% | -19.6% | -21.0% |
| 6M | -21.6% | -6.0% | -15.5% | -22.0% |
| YTD | +34.8% | -0.3% | +35.1% | +34.3% |
| 1Y | +15.6% | -13.3% | +29.0% | +14.4% |
| 3Y | +57.7% | +47.6% | +10.1% | +59.8% |
| All | +59.3% | +45.4% | +13.9% | +61.4% |
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