+154.3%
PHM vs ALHC
-30.5%
+184.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.5% |
| 7D | -2.5% | -1.0% | -1.5% | -2.4% |
| 30D | -9.7% | -6.3% | -3.3% | -9.1% |
| 3M | +2.2% | -12.3% | +14.5% | +2.7% |
| 6M | -5.7% | -27.0% | +21.3% | -3.9% |
| YTD | +2.8% | -31.8% | +34.7% | +5.2% |
| 1Y | -14.4% | -17.0% | +2.6% | -14.6% |
| 3Y | +52.2% | +159.8% | -107.6% | +21.4% |
| 5Y | +154.3% | -25.1% | +179.4% | +116.7% |
| All | +154.3% | -30.5% | +184.7% | +116.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling