+3,324.5%
HAS vs PHM
+11,456.8%
-8,132.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -1.8% | -3.2% | +1.4% | -1.1% |
| 30D | +2.3% | -6.4% | +8.7% | +3.8% |
| 3M | +10.4% | +5.5% | +4.9% | +8.8% |
| 6M | -3.2% | -5.4% | +2.2% | -2.3% |
| YTD | +15.4% | +6.6% | +8.8% | +13.1% |
| 1Y | +18.8% | -8.8% | +27.6% | +20.6% |
| 3Y | +43.9% | +54.1% | -10.2% | +28.3% |
| 5Y | +13.9% | +144.5% | -130.6% | -9.9% |
| 10Y | +56.4% | +569.4% | -513.0% | -4.6% |
| All | +3,324.5% | +11,456.8% | -8,132.2% | +724.8% |
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