+58.4%
PHM vs ALHC
+22.7%
+35.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.2% |
| 7D | -4.1% | +0.3% | -4.4% | -4.2% |
| 30D | +16.1% | -10.6% | +26.7% | +16.7% |
| 3M | -2.5% | -45.3% | +42.8% | +0.2% |
| 6M | +12.9% | -59.7% | +72.6% | +17.4% |
| YTD | +9.0% | -62.7% | +71.7% | +13.5% |
| 1Y | +8.2% | -56.1% | +64.3% | +11.6% |
| 3Y | +58.4% | +21.3% | +37.2% | +38.5% |
| All | +58.4% | +22.7% | +35.8% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling