+59.1%
HL vs PHM
+11,456.8%
-11,397.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +1.5% | -3.2% | +4.7% | +2.1% |
| 30D | +25.1% | -6.4% | +31.5% | +26.7% |
| 3M | +22.9% | +5.5% | +17.4% | +21.4% |
| 6M | -4.9% | -5.4% | +0.5% | -4.1% |
| YTD | +7.8% | +6.6% | +1.2% | +6.3% |
| 1Y | +133.9% | -8.8% | +142.7% | +136.9% |
| 3Y | +380.9% | +54.1% | +326.8% | +337.9% |
| 5Y | +230.2% | +144.5% | +85.7% | +173.2% |
| 10Y | +265.6% | +569.4% | -303.9% | +150.1% |
| All | +59.1% | +11,456.8% | -11,397.7% | +7.9% |
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