+5,596.8%
HON vs PHM
+11,050.0%
-5,453.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.9% | +0.2% |
| 7D | -0.8% | -2.5% | +1.7% | -0.2% |
| 30D | -15.2% | -9.7% | -5.5% | -13.1% |
| 3M | -6.0% | +2.2% | -8.2% | -6.7% |
| 6M | -14.9% | -5.7% | -9.2% | -14.1% |
| YTD | +3.2% | +2.8% | +0.3% | +1.8% |
| 1Y | 0.0% | -14.4% | +14.4% | +3.1% |
| 3Y | +21.5% | +52.2% | -30.7% | +5.8% |
| 5Y | +4.0% | +154.3% | -150.2% | -22.2% |
| 10Y | +138.4% | +545.9% | -407.5% | +35.3% |
| All | +5,596.8% | +11,050.0% | -5,453.2% | +1,355.4% |
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