+343.9%
PHM vs USHY
+50.7%
+293.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.4% |
| 7D | -2.5% | 0.0% | -2.5% | -2.6% |
| 30D | -9.7% | 0.0% | -9.6% | -9.6% |
| 3M | +2.2% | +1.2% | +1.1% | -0.5% |
| 6M | -5.7% | +2.6% | -8.3% | -11.2% |
| YTD | +2.8% | +2.4% | +0.4% | -2.7% |
| 1Y | -14.4% | +4.2% | -18.7% | -22.4% |
| 3Y | +52.2% | +28.0% | +24.2% | -15.0% |
| 5Y | +154.3% | +21.8% | +132.5% | +67.2% |
| All | +343.9% | +50.7% | +293.2% | +89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling