+8,438.8%
USB vs PHM
+11,456.8%
-3,017.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +1.4% | -3.2% | +4.6% | +2.4% |
| 30D | -1.3% | -6.4% | +5.1% | +0.4% |
| 3M | +15.2% | +5.5% | +9.7% | +13.0% |
| 6M | +18.8% | -5.4% | +24.3% | +20.0% |
| YTD | +21.0% | +6.6% | +14.4% | +17.7% |
| 1Y | +34.0% | -8.8% | +42.9% | +36.0% |
| 3Y | +95.3% | +54.1% | +41.2% | +68.1% |
| 5Y | +40.4% | +144.5% | -104.1% | +3.2% |
| 10Y | +107.3% | +569.4% | -462.1% | +8.6% |
| All | +8,438.8% | +11,456.8% | -3,017.9% | +1,943.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling