+81.3%
USB vs PHM
+670.5%
-589.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +2.6% | -4.1% | +6.7% | +4.0% |
| 30D | +8.4% | +16.1% | -7.7% | +2.8% |
| 3M | -5.5% | -2.5% | -3.0% | -5.1% |
| 6M | +17.7% | +12.9% | +4.8% | +11.9% |
| YTD | +17.6% | +9.0% | +8.5% | +12.3% |
| 1Y | +33.9% | +8.2% | +25.7% | +28.2% |
| 3Y | +103.8% | +58.4% | +45.4% | +66.9% |
| 5Y | +25.6% | +159.2% | -133.6% | -15.9% |
| All | +81.3% | +670.5% | -589.2% | -14.6% |
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