+57.4%
HL vs PHM
+11,050.0%
-10,992.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.5% | -0.4% |
| 7D | +7.1% | -2.5% | +9.5% | +7.6% |
| 30D | +21.4% | -9.7% | +31.1% | +23.8% |
| 3M | +37.4% | +2.2% | +35.2% | +36.6% |
| 6M | +0.4% | -5.7% | +6.1% | +1.3% |
| YTD | +6.7% | +2.8% | +3.9% | +5.9% |
| 1Y | +102.4% | -14.4% | +116.8% | +107.5% |
| 3Y | +417.4% | +52.2% | +365.2% | +372.4% |
| 5Y | +243.3% | +154.3% | +89.1% | +182.4% |
| 10Y | +242.6% | +545.9% | -303.3% | +136.0% |
| All | +57.4% | +11,050.0% | -10,992.6% | +7.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling