+172.1%
PHM vs ALHC
-61.8%
+233.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.5% | +2.7% |
| 7D | +3.5% | +3.9% | -0.4% | +3.1% |
| 30D | +21.2% | -3.6% | +24.8% | +21.4% |
| 3M | +2.5% | -49.4% | +51.9% | +8.8% |
| 6M | +16.1% | -59.5% | +75.5% | +24.7% |
| YTD | +16.6% | -63.2% | +79.8% | +25.8% |
| 1Y | +14.4% | -55.5% | +69.9% | +20.8% |
| 3Y | +71.9% | +23.0% | +48.9% | +50.7% |
| 5Y | +174.3% | -65.7% | +240.1% | +157.2% |
| All | +172.1% | -61.8% | +233.9% | +144.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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