-22.2%
HDB vs PHM
+158.6%
-180.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +2.7% | -4.1% | +6.9% | +3.7% |
| 30D | +14.1% | +16.1% | -2.0% | +10.2% |
| 3M | +11.8% | -2.5% | +14.3% | +12.2% |
| 6M | +8.2% | +12.9% | -4.7% | +4.9% |
| YTD | -29.3% | +9.0% | -38.3% | -31.1% |
| 1Y | -28.8% | +8.2% | -37.0% | -30.6% |
| 3Y | -7.5% | +58.4% | -65.9% | -20.3% |
| All | -22.2% | +158.6% | -180.8% | -46.1% |
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 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