+91.7%
USB vs PHM
+700.3%
-608.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.2% |
| 7D | 0.0% | +6.2% | -6.2% | -2.1% |
| 30D | +5.8% | +17.9% | -12.1% | -0.1% |
| 3M | -6.0% | +2.5% | -8.5% | -7.1% |
| 6M | +7.8% | +10.8% | -3.0% | +3.1% |
| YTD | +14.6% | +13.7% | +0.9% | +8.0% |
| 1Y | +31.8% | +12.4% | +19.4% | +24.6% |
| 3Y | +91.5% | +65.6% | +25.9% | +54.6% |
| 5Y | +22.0% | +175.3% | -153.3% | -19.9% |
| All | +91.7% | +700.3% | -608.6% | -10.3% |
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