+398.8%
HL vs PHM
+47.0%
+351.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.1% |
| 7D | -5.6% | -6.4% | +0.7% | -3.1% |
| 30D | +12.7% | -12.1% | +24.8% | +18.6% |
| 3M | +42.5% | -1.5% | +44.1% | +42.7% |
| 6M | -9.0% | -6.0% | -3.0% | -7.5% |
| YTD | +4.4% | -0.3% | +4.7% | +3.8% |
| 1Y | +82.7% | -13.3% | +96.0% | +90.7% |
| All | +398.8% | +47.0% | +351.8% | +244.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling