+557.2%
PHM vs HIG
+313.7%
+243.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -5.0% | -1.5% | -3.5% | -4.3% |
| 30D | -8.4% | -0.4% | -8.1% | -8.3% |
| 3M | -4.4% | +6.7% | -11.1% | -7.8% |
| 6M | -3.7% | +2.0% | -5.7% | -5.0% |
| YTD | +1.3% | +0.3% | +1.0% | +0.7% |
| 1Y | -14.0% | +4.2% | -18.2% | -16.2% |
| 3Y | +48.1% | +102.2% | -54.1% | +1.9% |
| 5Y | +158.8% | +118.5% | +40.3% | +69.1% |
| All | +557.2% | +313.7% | +243.6% | +193.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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