+498.2%
HCA vs PHM
+568.1%
-69.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.8% |
| 7D | +5.4% | -5.0% | +10.4% | +7.4% |
| 30D | +3.0% | -8.4% | +11.4% | +6.2% |
| 3M | +13.0% | -4.4% | +17.4% | +14.4% |
| 6M | -20.3% | -3.7% | -16.5% | -19.8% |
| YTD | -8.2% | +1.3% | -9.5% | -10.0% |
| 1Y | +6.7% | -14.0% | +20.7% | +10.7% |
| 3Y | +60.4% | +48.1% | +12.3% | +28.3% |
| 5Y | +73.4% | +158.8% | -85.3% | +5.6% |
| All | +498.2% | +568.1% | -69.9% | +135.7% |
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