+138.4%
HLT vs PHM
+156.2%
-17.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.5% |
| 7D | -1.6% | -5.0% | +3.4% | +0.1% |
| 30D | -5.0% | -8.4% | +3.4% | -2.3% |
| 3M | -10.4% | -4.4% | -6.0% | -9.6% |
| 6M | +3.2% | -3.7% | +7.0% | +3.8% |
| YTD | +6.7% | +1.3% | +5.5% | +5.1% |
| 1Y | +10.3% | -14.0% | +24.3% | +14.3% |
| 3Y | +99.3% | +48.1% | +51.2% | +62.2% |
| All | +138.4% | +156.2% | -17.7% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling