-37.8%
HDB vs PHM
+152.6%
-190.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.6% |
| 7D | -4.9% | -3.9% | -1.0% | -4.0% |
| 30D | -5.8% | -8.6% | +2.7% | -4.0% |
| 3M | -5.2% | -2.9% | -2.3% | -4.7% |
| 6M | -25.7% | -5.7% | -20.0% | -25.0% |
| YTD | -39.6% | +1.9% | -41.4% | -40.1% |
| 1Y | -36.9% | -12.3% | -24.6% | -35.6% |
| 3Y | -29.7% | +50.8% | -80.5% | -39.0% |
| 5Y | -37.8% | +157.3% | -195.1% | -56.6% |
| All | -37.8% | +152.6% | -190.3% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling