+151.7%
HYG vs PHM
+442.9%
-291.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | -0.7% | -5.0% | +4.3% | -0.2% |
| 30D | -0.7% | -8.4% | +7.7% | +0.2% |
| 3M | -0.2% | -4.4% | +4.2% | +0.1% |
| 6M | +1.4% | -3.7% | +5.2% | +1.5% |
| YTD | +1.5% | +1.3% | +0.2% | +0.9% |
| 1Y | +2.9% | -14.0% | +16.9% | +4.0% |
| 3Y | +25.6% | +48.1% | -22.5% | +18.5% |
| 5Y | +18.6% | +158.8% | -140.2% | +4.1% |
| 10Y | +55.7% | +562.8% | -507.0% | +20.7% |
| All | +151.7% | +442.9% | -291.1% | +76.9% |
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