+5,566.9%
HUM vs PHM
+10,710.1%
-5,143.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.6% |
| 7D | -1.4% | -6.4% | +4.9% | -0.2% |
| 30D | +7.5% | -12.1% | +19.6% | +10.0% |
| 3M | +10.2% | -1.5% | +11.8% | +10.0% |
| 6M | +132.5% | -6.0% | +138.5% | +133.4% |
| YTD | +57.6% | -0.3% | +57.9% | +56.3% |
| 1Y | +48.6% | -13.3% | +61.9% | +51.2% |
| 3Y | -11.2% | +47.6% | -58.7% | -20.1% |
| 5Y | +4.8% | +154.7% | -149.9% | -17.0% |
| 10Y | +147.1% | +552.4% | -405.3% | +56.8% |
| All | +5,566.9% | +10,710.1% | -5,143.2% | +1,601.4% |
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