-26.3%
SKHY vs PHM
+9.6%
-35.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | -0.6% | -12.8% | -13.7% |
| 7D | -23.6% | +8.7% | -32.2% | -19.5% |
| 30D | -32.1% | +16.4% | -48.5% | -25.1% |
| 3M | -18.0% | +1.8% | -19.8% | -19.0% |
| All | -26.3% | +9.6% | -35.9% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 1y: compounded portfolio wealth divided by compounded PHM 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…
1y analysis · Full analysis span regression · Available span rolling