+41.5%
HDB vs PHM
+568.1%
-526.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.6% | +5.3% | +6.4% |
| 7D | +0.7% | -5.0% | +5.7% | +2.1% |
| 30D | +1.0% | -8.4% | +9.4% | +3.4% |
| 3M | -2.0% | -4.4% | +2.5% | -1.0% |
| 6M | -18.1% | -3.7% | -14.4% | -17.5% |
| YTD | -36.1% | +1.3% | -37.4% | -36.7% |
| 1Y | -34.0% | -14.0% | -20.0% | -32.1% |
| 3Y | -26.7% | +48.1% | -74.8% | -37.0% |
| 5Y | -33.9% | +158.8% | -192.7% | -53.3% |
| All | +41.5% | +568.1% | -526.6% | -31.4% |
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