+269.3%
ZBH vs PHM
+1,317.4%
-1,048.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.5% | -0.4% | -3.2% |
| 7D | -5.2% | -2.5% | -2.7% | -4.7% |
| 30D | -2.4% | -9.7% | +7.2% | -0.3% |
| 3M | +8.3% | +2.2% | +6.0% | +7.6% |
| 6M | +0.7% | -5.7% | +6.3% | +1.7% |
| YTD | +5.3% | +2.8% | +2.5% | +4.2% |
| 1Y | -9.1% | -14.4% | +5.3% | -6.5% |
| 3Y | -19.7% | +52.2% | -71.9% | -28.4% |
| 5Y | -31.3% | +154.3% | -185.5% | -46.2% |
| 10Y | -18.9% | +545.9% | -564.8% | -49.6% |
| All | +269.3% | +1,317.4% | -1,048.1% | +50.6% |
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 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