+663.5%
PHM vs LH
+261.9%
+401.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | -4.1% | +1.1% | -5.2% | -4.7% |
| 30D | +16.1% | +16.7% | -0.6% | +5.3% |
| 3M | -2.5% | +15.1% | -17.6% | -11.0% |
| 6M | +12.9% | +46.3% | -33.4% | -11.4% |
| YTD | +9.0% | +48.8% | -39.8% | -15.6% |
| 1Y | +8.2% | +39.7% | -31.5% | -12.8% |
| 3Y | +58.4% | +87.0% | -28.6% | +4.0% |
| 5Y | +159.2% | +53.0% | +106.2% | +89.5% |
| All | +663.5% | +261.9% | +401.6% | +195.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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