+557.2%
PHM vs HALO
+979.6%
-422.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -5.0% | -2.7% | -2.3% | -4.5% |
| 30D | -8.4% | +5.3% | -13.8% | -9.4% |
| 3M | -4.4% | +51.6% | -56.0% | -12.3% |
| 6M | -3.7% | +61.3% | -65.0% | -12.8% |
| YTD | +1.3% | +59.3% | -58.0% | -8.3% |
| 1Y | -14.0% | +38.3% | -52.3% | -20.2% |
| 3Y | +48.1% | +185.9% | -137.7% | +14.4% |
| 5Y | +158.8% | +159.9% | -1.2% | +100.0% |
| All | +557.2% | +979.6% | -422.3% | +323.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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