+3,769.4%
HDB vs PHM
+1,172.7%
+2,596.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +0.4% | -3.2% | +3.6% | +1.4% |
| 30D | -2.8% | -6.4% | +3.6% | -0.9% |
| 3M | -3.5% | +5.5% | -9.0% | -5.4% |
| 6M | -24.7% | -5.4% | -19.3% | -23.7% |
| YTD | -36.6% | +6.6% | -43.1% | -38.3% |
| 1Y | -34.4% | -8.8% | -25.5% | -33.3% |
| 3Y | -24.4% | +54.1% | -78.5% | -37.2% |
| 5Y | -35.4% | +144.5% | -179.8% | -55.3% |
| 10Y | +39.5% | +569.4% | -529.9% | -36.5% |
| All | +3,769.4% | +1,172.7% | +2,596.7% | +859.0% |
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