+112.0%
VSH vs PHM
-6.9%
+118.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.4% |
| 7D | +4.1% | -3.2% | +7.2% | +5.1% |
| 30D | -4.2% | -6.4% | +2.3% | -2.2% |
| 3M | -50.0% | +5.5% | -55.5% | -52.0% |
| 6M | +80.2% | -5.4% | +85.6% | +79.2% |
| YTD | +121.1% | +6.6% | +114.5% | +101.8% |
| 1Y | +112.0% | -8.8% | +120.8% | +112.2% |
| All | +112.0% | -6.9% | +118.9% | +112.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling