+101.9%
HAS vs PHM
+746.3%
-644.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.8% |
| 7D | +2.2% | +3.5% | -1.3% | +0.8% |
| 30D | +29.6% | +21.2% | +8.4% | +20.8% |
| 3M | +30.3% | +2.5% | +27.8% | +28.7% |
| 6M | +25.6% | +16.1% | +9.5% | +18.0% |
| YTD | +50.8% | +16.6% | +34.2% | +40.9% |
| 1Y | +63.0% | +14.4% | +48.6% | +53.2% |
| 3Y | +211.6% | +71.9% | +139.7% | +149.5% |
| 5Y | +50.4% | +174.3% | -123.9% | -0.8% |
| 10Y | +101.9% | +744.0% | -642.1% | -14.5% |
| All | +101.9% | +746.3% | -644.5% | -14.5% |
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