+34,289.6%
HD vs PHM
+12,545.8%
+21,743.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +2.1% |
| 7D | +3.6% | +3.5% | +0.1% | +2.5% |
| 30D | +21.6% | +21.2% | +0.4% | +14.4% |
| 3M | +0.1% | +2.5% | -2.4% | -0.6% |
| 6M | +13.0% | +16.1% | -3.1% | +7.8% |
| YTD | +4.9% | +16.6% | -11.7% | -0.1% |
| 1Y | -2.1% | +14.4% | -16.5% | -6.2% |
| 3Y | +32.6% | +71.9% | -39.3% | +10.2% |
| 5Y | +8.2% | +174.3% | -166.1% | -23.3% |
| 10Y | +257.9% | +744.0% | -486.1% | +71.7% |
| All | +34,289.6% | +12,545.8% | +21,743.7% | +5,285.8% |
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