+7.4%
HAL vs PHM
+545.0%
-537.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.3% |
| 7D | -1.3% | -3.9% | +2.5% | +0.1% |
| 30D | +10.9% | -8.6% | +19.4% | +14.4% |
| 3M | -5.8% | -2.9% | -2.9% | -6.1% |
| 6M | +8.1% | -5.7% | +13.8% | +8.0% |
| YTD | +33.2% | +1.9% | +31.3% | +28.5% |
| 1Y | +74.2% | -12.3% | +86.5% | +77.8% |
| 3Y | -3.7% | +50.8% | -54.5% | -25.7% |
| 5Y | +111.9% | +157.3% | -45.4% | +19.5% |
| 10Y | +7.4% | +566.5% | -559.2% | -58.5% |
| All | +7.4% | +545.0% | -537.6% | -58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling