+3,650.9%
PHM vs HIG
+980.5%
+2,670.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.6% | -2.9% |
| 7D | -2.5% | -1.1% | -1.4% | -2.1% |
| 30D | -9.7% | -4.9% | -4.8% | -8.2% |
| 3M | +2.2% | +6.8% | -4.6% | -0.1% |
| 6M | -5.7% | -1.7% | -4.0% | -5.3% |
| YTD | +2.8% | -0.2% | +3.1% | +2.7% |
| 1Y | -14.4% | +5.7% | -20.1% | -16.1% |
| 3Y | +52.2% | +100.3% | -48.1% | +20.9% |
| 5Y | +154.3% | +118.5% | +35.8% | +95.8% |
| 10Y | +545.9% | +309.7% | +236.1% | +297.1% |
| All | +3,650.9% | +980.5% | +2,670.4% | +1,083.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling