+109.7%
HAL vs PHM
+152.9%
-43.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.1% |
| 7D | +0.5% | -2.5% | +2.9% | +0.9% |
| 30D | +15.9% | -9.7% | +25.6% | +18.1% |
| 3M | -8.7% | +2.2% | -10.9% | -9.9% |
| 6M | +9.0% | -5.7% | +14.7% | +9.1% |
| YTD | +32.0% | +2.8% | +29.2% | +29.2% |
| 1Y | +72.5% | -14.4% | +86.9% | +75.9% |
| 3Y | -4.5% | +52.2% | -56.8% | -16.5% |
| 5Y | +109.7% | +154.3% | -44.6% | +55.3% |
| All | +109.7% | +152.9% | -43.2% | +55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling