+14.6%
PHM vs INDA
-7.3%
+21.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.7% | +4.4% | +4.8% |
| 7D | +13.6% | +6.9% | +6.7% | +7.6% |
| 30D | +19.3% | +7.4% | +11.9% | +12.6% |
| 3M | +3.5% | -1.0% | +4.5% | +4.2% |
| 6M | +18.6% | +2.9% | +15.7% | +16.0% |
| YTD | +16.7% | -7.4% | +24.1% | +11.6% |
| 1Y | +14.6% | -7.4% | +22.0% | +10.1% |
| All | +14.6% | -7.3% | +21.9% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 1y: compounded portfolio wealth divided by compounded INDA 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…
1y analysis · Full analysis span regression · 6 months rolling