-43.1%
KHC vs PHM
+599.1%
-642.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.8% | -3.2% | +1.4% | -1.1% |
| 30D | -1.9% | -6.4% | +4.6% | -0.5% |
| 3M | +14.4% | +5.5% | +8.9% | +12.9% |
| 6M | +8.7% | -5.4% | +14.2% | +9.5% |
| YTD | +7.8% | +6.6% | +1.2% | +5.6% |
| 1Y | -1.5% | -8.8% | +7.3% | -0.5% |
| 3Y | -9.9% | +54.1% | -64.0% | -20.2% |
| 5Y | -10.7% | +144.5% | -155.2% | -30.7% |
| 10Y | -55.7% | +569.4% | -625.1% | -74.9% |
| All | -43.1% | +599.1% | -642.2% | -68.5% |
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