+4,191.8%
HDB vs PHM
+1,200.6%
+2,991.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.6% |
| 7D | +4.1% | -6.1% | +10.2% | +6.1% |
| 30D | +13.0% | +13.7% | -0.8% | +8.3% |
| 3M | +11.3% | -1.5% | +12.8% | +11.5% |
| 6M | +6.9% | +11.3% | -4.3% | +2.9% |
| YTD | -29.6% | +8.9% | -38.6% | -32.2% |
| 1Y | -29.5% | +6.1% | -35.6% | -31.7% |
| 3Y | -8.1% | +57.7% | -65.8% | -24.1% |
| 5Y | -23.4% | +159.0% | -182.4% | -48.0% |
| 10Y | +62.9% | +676.2% | -613.2% | -29.4% |
| All | +4,191.8% | +1,200.6% | +2,991.2% | +954.2% |
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