+156.9%
PHM vs INDA
+5.7%
+151.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +0.8% |
| 7D | -5.0% | -2.7% | -2.3% | -2.8% |
| 30D | -8.4% | -2.8% | -5.7% | -6.3% |
| 3M | -4.4% | +1.6% | -6.1% | -5.5% |
| 6M | -3.7% | -1.4% | -2.3% | -2.5% |
| YTD | +1.3% | -10.1% | +11.4% | +9.9% |
| 1Y | -14.0% | -8.8% | -5.3% | -8.2% |
| 3Y | +48.1% | +7.6% | +40.5% | +33.9% |
| All | +156.9% | +5.7% | +151.2% | +130.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling