+154.7%
PHM vs HIG
+118.8%
+36.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -6.4% | -2.3% | -4.1% | -5.2% |
| 30D | -12.1% | -1.2% | -10.9% | -11.6% |
| 3M | -1.5% | +6.3% | -7.8% | -4.9% |
| 6M | -6.0% | +0.6% | -6.6% | -6.6% |
| YTD | -0.3% | +0.6% | -0.9% | -1.0% |
| 1Y | -13.3% | +6.1% | -19.5% | -16.4% |
| 3Y | +47.6% | +102.0% | -54.4% | -1.2% |
| 5Y | +154.7% | +119.2% | +35.5% | +54.9% |
| All | +154.7% | +118.8% | +36.0% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling