+148.7%
PHM vs ALHC
-28.9%
+177.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.2% | -0.6% | -2.6% | -3.1% |
| 30D | -6.4% | -1.0% | -5.4% | -6.4% |
| 3M | +5.5% | -10.2% | +15.6% | +5.7% |
| 6M | -5.4% | -28.3% | +22.8% | -3.6% |
| YTD | +6.6% | -31.4% | +38.0% | +8.9% |
| 1Y | -8.8% | -16.9% | +8.1% | -9.0% |
| 3Y | +54.1% | +135.5% | -81.4% | +26.6% |
| 5Y | +144.5% | -33.6% | +178.1% | +115.3% |
| All | +148.7% | -28.9% | +177.6% | +111.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling