+5.3%
HUM vs PHM
+156.2%
-150.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +2.1% |
| 7D | +2.1% | -5.0% | +7.0% | +2.7% |
| 30D | +5.4% | -8.4% | +13.8% | +6.6% |
| 3M | +11.4% | -4.4% | +15.8% | +11.7% |
| 6M | +141.5% | -3.7% | +145.2% | +141.2% |
| YTD | +61.2% | +1.3% | +59.9% | +59.7% |
| 1Y | +49.2% | -14.0% | +63.2% | +51.2% |
| 3Y | -9.0% | +48.1% | -57.2% | -15.3% |
| All | +5.3% | +156.2% | -150.8% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling