+132.3%
HON vs PHM
+568.1%
-435.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.4% |
| 7D | -3.5% | -5.0% | +1.5% | -1.9% |
| 30D | -13.8% | -8.4% | -5.3% | -11.5% |
| 3M | -11.7% | -4.4% | -7.3% | -10.8% |
| 6M | -18.7% | -3.7% | -15.0% | -18.3% |
| YTD | +0.2% | +1.3% | -1.0% | -1.1% |
| 1Y | -3.1% | -14.0% | +11.0% | +0.4% |
| 3Y | +17.0% | +48.1% | -31.1% | -2.1% |
| 5Y | +2.0% | +158.8% | -156.8% | -32.1% |
| All | +132.3% | +568.1% | -435.8% | +8.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling