+210.2%
HD vs PHM
+545.0%
-334.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -1.8% | -3.9% | +2.0% | -0.1% |
| 30D | -10.8% | -8.6% | -2.3% | -7.4% |
| 3M | -2.7% | -2.9% | +0.3% | -1.5% |
| 6M | -10.3% | -5.7% | -4.6% | -8.1% |
| YTD | -7.8% | +1.9% | -9.7% | -8.8% |
| 1Y | -23.1% | -12.3% | -10.8% | -19.2% |
| 3Y | +2.0% | +50.8% | -48.8% | -16.5% |
| 5Y | +6.2% | +157.3% | -151.1% | -32.2% |
| 10Y | +210.2% | +566.5% | -356.4% | +38.8% |
| All | +210.2% | +545.0% | -334.8% | +38.8% |
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 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