-16.8%
HAL vs PHM
+677.6%
-694.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.7% |
| 7D | -0.2% | -4.8% | +4.5% | +1.5% |
| 30D | +1.0% | +16.5% | -15.5% | -5.2% |
| 3M | -2.1% | -2.0% | -0.1% | -2.3% |
| 6M | -17.5% | +12.7% | -30.1% | -23.0% |
| YTD | +18.1% | +11.2% | +7.0% | +9.5% |
| 1Y | +19.7% | +7.7% | +12.0% | +12.1% |
| 3Y | -7.9% | +60.9% | -68.8% | -30.8% |
| 5Y | +53.1% | +167.7% | -114.6% | -14.9% |
| 10Y | -16.8% | +692.1% | -708.9% | -67.5% |
| All | -16.8% | +677.6% | -694.4% | -67.5% |
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