+109.7%
VSH vs PHM
-14.5%
+124.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.3% |
| 7D | +3.1% | -6.4% | +9.4% | +5.1% |
| 30D | -5.7% | -12.1% | +6.4% | -2.0% |
| 3M | -42.5% | -1.5% | -40.9% | -43.7% |
| 6M | +82.7% | -6.0% | +88.7% | +80.4% |
| YTD | +118.2% | -0.3% | +118.5% | +102.7% |
| 1Y | +109.7% | -13.3% | +123.0% | +112.6% |
| All | +109.7% | -14.5% | +124.1% | +112.6% |
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 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