+189.5%
LQD vs PHM
+1,066.0%
-876.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | -0.1% |
| 7D | 0.0% | -3.9% | +3.8% | +0.1% |
| 30D | -0.2% | -8.6% | +8.4% | +0.1% |
| 3M | -1.7% | -2.9% | +1.2% | -1.6% |
| 6M | -2.7% | -5.7% | +3.0% | -2.6% |
| YTD | -1.4% | +1.9% | -3.3% | -1.6% |
| 1Y | -1.0% | -12.3% | +11.3% | -0.7% |
| 3Y | +15.1% | +50.8% | -35.7% | +13.3% |
| 5Y | -5.2% | +157.3% | -162.5% | -8.2% |
| 10Y | +23.3% | +566.5% | -543.2% | +17.3% |
| All | +189.5% | +1,066.0% | -876.6% | +184.6% |
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