+13,464.9%
PHM vs LH
+1,312.5%
+12,152.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.2% |
| 7D | -5.0% | -4.7% | -0.3% | -3.9% |
| 30D | -8.4% | -3.5% | -5.0% | -7.7% |
| 3M | -4.4% | +17.7% | -22.1% | -8.0% |
| 6M | -3.7% | +15.8% | -19.5% | -7.0% |
| YTD | +1.3% | +25.1% | -23.8% | -3.9% |
| 1Y | -14.0% | +12.5% | -26.5% | -16.5% |
| 3Y | +48.1% | +59.8% | -11.6% | +32.6% |
| 5Y | +158.8% | +27.1% | +131.7% | +142.9% |
| 10Y | +562.8% | +183.2% | +379.6% | +427.4% |
| All | +13,464.9% | +1,312.5% | +12,152.4% | +8,030.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling