+768.7%
HBAN vs PHM
+10,944.2%
-10,175.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.4% |
| 7D | -1.5% | -3.9% | +2.4% | 0.0% |
| 30D | -5.5% | -8.6% | +3.0% | -2.5% |
| 3M | -0.2% | -2.9% | +2.7% | +0.3% |
| 6M | +5.2% | -5.7% | +10.9% | +6.7% |
| YTD | -2.3% | +1.9% | -4.2% | -4.1% |
| 1Y | -2.2% | -12.3% | +10.1% | +1.3% |
| 3Y | +73.8% | +50.8% | +23.1% | +43.4% |
| 5Y | +35.2% | +157.3% | -122.1% | -11.9% |
| 10Y | +155.4% | +566.5% | -411.2% | +7.7% |
| All | +768.7% | +10,944.2% | -10,175.5% | +102.5% |
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 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