+19,429.0%
WELL vs PHM
+11,710.1%
+7,718.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.5% |
| 7D | +0.1% | -6.1% | +6.2% | +1.5% |
| 30D | +6.8% | +13.7% | -6.9% | +3.6% |
| 3M | +6.7% | -1.5% | +8.3% | +6.8% |
| 6M | +13.8% | +11.3% | +2.6% | +10.4% |
| YTD | +33.8% | +8.9% | +24.9% | +29.8% |
| 1Y | +29.6% | +6.1% | +23.5% | +26.2% |
| 3Y | +203.1% | +57.7% | +145.4% | +162.9% |
| 5Y | +223.8% | +159.0% | +64.9% | +145.5% |
| 10Y | +462.8% | +676.2% | -213.4% | +232.2% |
| All | +19,429.0% | +11,710.1% | +7,718.9% | +7,672.4% |
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