+154.7%
PHM vs LH
+23.7%
+131.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | +0.3% |
| 7D | -6.4% | -7.4% | +1.0% | -2.4% |
| 30D | -12.1% | -4.6% | -7.5% | -9.9% |
| 3M | -1.5% | +14.5% | -16.1% | -8.7% |
| 6M | -6.0% | +14.8% | -20.8% | -13.0% |
| YTD | -0.3% | +23.3% | -23.6% | -11.2% |
| 1Y | -13.3% | +13.6% | -26.9% | -19.8% |
| 3Y | +47.6% | +56.3% | -8.8% | +13.7% |
| 5Y | +154.7% | +25.2% | +129.5% | +108.2% |
| All | +154.7% | +23.7% | +131.0% | +108.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling