+256.9%
HL vs PHM
+568.1%
-311.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.8% |
| 7D | -4.4% | -5.0% | +0.6% | -2.6% |
| 30D | +9.3% | -8.4% | +17.7% | +13.0% |
| 3M | +32.0% | -4.4% | +36.4% | +33.6% |
| 6M | -6.4% | -3.7% | -2.7% | -5.7% |
| YTD | +3.1% | +1.3% | +1.9% | +2.0% |
| 1Y | +77.6% | -14.0% | +91.6% | +85.4% |
| 3Y | +392.8% | +48.1% | +344.7% | +310.7% |
| 5Y | +234.1% | +158.8% | +75.3% | +120.2% |
| All | +256.9% | +568.1% | -311.2% | +90.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling