+6,005.0%
HON vs PHM
+11,720.3%
-5,715.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +1.4% | -4.1% | +5.5% | +2.5% |
| 30D | +7.5% | +16.1% | -8.7% | +3.4% |
| 3M | -4.3% | -2.5% | -1.8% | -4.0% |
| 6M | -1.5% | +12.9% | -14.5% | -5.0% |
| YTD | +10.5% | +9.0% | +1.5% | +7.3% |
| 1Y | +8.5% | +8.2% | +0.4% | +5.4% |
| 3Y | +28.0% | +58.4% | -30.4% | +10.4% |
| 5Y | +12.0% | +159.2% | -147.2% | -16.7% |
| 10Y | +155.4% | +676.9% | -521.5% | +38.4% |
| All | +6,005.0% | +11,720.3% | -5,715.4% | +1,433.8% |
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