+156.9%
PHM vs USHY
+20.9%
+136.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.5% |
| 7D | -5.0% | -0.7% | -4.3% | -3.2% |
| 30D | -8.4% | -0.7% | -7.8% | -6.7% |
| 3M | -4.4% | +0.1% | -4.5% | -4.4% |
| 6M | -3.7% | +1.8% | -5.5% | -7.5% |
| YTD | +1.3% | +1.8% | -0.5% | -2.7% |
| 1Y | -14.0% | +3.3% | -17.3% | -20.4% |
| 3Y | +48.1% | +27.0% | +21.1% | -16.1% |
| All | +156.9% | +20.9% | +136.0% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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