+316.7%
PHM vs EQH
+234.7%
+82.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +0.9% |
| 7D | -5.0% | +0.7% | -5.7% | -5.3% |
| 30D | -8.4% | +2.8% | -11.3% | -9.8% |
| 3M | -4.4% | +23.1% | -27.5% | -14.4% |
| 6M | -3.7% | +41.4% | -45.1% | -20.1% |
| YTD | +1.3% | +14.3% | -13.0% | -7.2% |
| 1Y | -14.0% | +1.6% | -15.6% | -16.7% |
| 3Y | +48.1% | +102.7% | -54.6% | -4.8% |
| 5Y | +158.8% | +104.5% | +54.2% | +60.9% |
| All | +316.7% | +234.7% | +82.0% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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