-51.2%
KHC vs PHM
+669.9%
-721.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.3% |
| 7D | -3.3% | -6.1% | +2.8% | -2.1% |
| 30D | +9.1% | +13.7% | -4.6% | +6.3% |
| 3M | +1.4% | -1.5% | +2.9% | +1.6% |
| 6M | +8.4% | +11.3% | -2.9% | +5.7% |
| YTD | +6.2% | +8.9% | -2.7% | +3.5% |
| 1Y | +5.7% | +6.1% | -0.4% | +3.5% |
| 3Y | -12.0% | +57.7% | -69.7% | -22.2% |
| 5Y | -15.3% | +159.0% | -174.3% | -34.6% |
| All | -51.2% | +669.9% | -721.0% | -71.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling