+4,300.8%
HAS vs PHM
+12,230.3%
-7,929.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | -0.1% |
| 7D | -0.2% | +6.2% | -6.4% | -1.6% |
| 30D | +31.0% | +17.9% | +13.1% | +26.0% |
| 3M | +30.7% | +2.5% | +28.2% | +29.7% |
| 6M | +23.9% | +10.8% | +13.1% | +20.4% |
| YTD | +48.3% | +13.7% | +34.6% | +42.9% |
| 1Y | +60.2% | +12.4% | +47.9% | +54.8% |
| 3Y | +189.2% | +65.6% | +123.6% | +153.7% |
| 5Y | +50.4% | +175.3% | -124.9% | +15.8% |
| 10Y | +104.2% | +713.9% | -609.7% | +19.4% |
| All | +4,300.8% | +12,230.3% | -7,929.5% | +942.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling