+8,026.5%
USB vs PHM
+12,477.9%
-4,451.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -1.5% | +8.7% | -10.1% | -3.9% |
| 30D | +4.3% | +16.4% | -12.1% | -0.3% |
| 3M | -6.1% | +1.8% | -7.9% | -6.9% |
| 6M | +9.4% | +15.1% | -5.7% | +4.4% |
| YTD | +15.2% | +16.0% | -0.8% | +9.1% |
| 1Y | +32.8% | +14.1% | +18.7% | +26.3% |
| 3Y | +91.3% | +65.9% | +25.4% | +61.0% |
| 5Y | +22.7% | +180.9% | -158.2% | -13.3% |
| 10Y | +97.0% | +730.3% | -633.2% | -2.8% |
| All | +8,026.5% | +12,477.9% | -4,451.4% | +1,794.8% |
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