+1,731.8%
HCA vs PHM
+1,893.8%
-162.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.9% | +5.2% |
| 7D | +4.9% | -3.9% | +8.8% | +6.2% |
| 30D | +1.9% | -8.6% | +10.4% | +4.7% |
| 3M | +12.7% | -2.9% | +15.7% | +13.3% |
| 6M | -22.3% | -5.7% | -16.6% | -21.4% |
| YTD | -9.3% | +1.9% | -11.2% | -10.9% |
| 1Y | +2.7% | -12.3% | +15.1% | +5.5% |
| 3Y | +57.8% | +50.8% | +7.1% | +30.6% |
| 5Y | +70.3% | +157.3% | -87.0% | +14.3% |
| 10Y | +499.7% | +566.5% | -66.9% | +184.6% |
| All | +1,731.8% | +1,893.8% | -162.1% | +486.0% |
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