+92.5%
USB vs PHM
+67.6%
+24.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -1.5% | +8.7% | -10.1% | -4.4% |
| 30D | +4.3% | +16.4% | -12.1% | -1.2% |
| 3M | -6.1% | +1.8% | -7.9% | -7.1% |
| 6M | +9.4% | +15.1% | -5.7% | +3.1% |
| YTD | +15.2% | +16.0% | -0.8% | +7.2% |
| 1Y | +32.8% | +14.1% | +18.7% | +24.2% |
| All | +92.5% | +67.6% | +24.9% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling