+108.7%
USB vs PHM
+568.8%
-460.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +1.4% | -3.2% | +4.6% | +2.6% |
| 30D | -1.3% | -6.4% | +5.1% | +0.8% |
| 3M | +15.2% | +5.5% | +9.7% | +12.5% |
| 6M | +18.8% | -5.4% | +24.3% | +20.1% |
| YTD | +21.0% | +6.6% | +14.4% | +16.9% |
| 1Y | +34.0% | -8.8% | +42.9% | +36.2% |
| 3Y | +95.3% | +54.1% | +41.2% | +61.9% |
| 5Y | +40.4% | +144.5% | -104.1% | -3.9% |
| All | +108.7% | +568.8% | -460.0% | +1.0% |
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