-16.8%
KHC vs PHM
+166.0%
-182.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.1% | -0.1% |
| 7D | -1.1% | +2.9% | -4.1% | -1.6% |
| 30D | +8.8% | +16.5% | -7.6% | +6.3% |
| 3M | -1.2% | +0.6% | -1.9% | -1.5% |
| 6M | +4.6% | +11.6% | -6.9% | +2.7% |
| YTD | +5.1% | +12.1% | -7.0% | +2.8% |
| 1Y | +6.2% | +9.6% | -3.4% | +4.2% |
| 3Y | -12.9% | +62.3% | -75.2% | -19.2% |
| 5Y | -16.8% | +170.4% | -187.2% | -29.9% |
| All | -16.8% | +166.0% | -182.8% | -29.9% |
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 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