+31,139.8%
HD vs PHM
+11,456.8%
+19,683.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -2.1% | -3.2% | +1.1% | -1.0% |
| 30D | -8.4% | -6.4% | -2.0% | -6.5% |
| 3M | +4.3% | +5.5% | -1.1% | +2.6% |
| 6M | -11.1% | -5.4% | -5.7% | -9.5% |
| YTD | -4.7% | +6.6% | -11.3% | -6.7% |
| 1Y | -19.8% | -8.8% | -11.0% | -17.6% |
| 3Y | +4.1% | +54.1% | -50.0% | -10.7% |
| 5Y | +10.3% | +144.5% | -134.2% | -19.2% |
| 10Y | +203.2% | +569.4% | -366.3% | +55.7% |
| All | +31,139.8% | +11,456.8% | +19,683.0% | +4,933.1% |
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