+635.0%
HLT vs PHM
+654.2%
-19.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.5% |
| 7D | -2.6% | -6.4% | +3.8% | -0.3% |
| 30D | -2.6% | -12.1% | +9.5% | +1.8% |
| 3M | -9.4% | -1.5% | -7.9% | -9.5% |
| 6M | +2.7% | -6.0% | +8.7% | +4.2% |
| YTD | +6.8% | -0.3% | +7.1% | +5.7% |
| 1Y | +12.4% | -13.3% | +25.7% | +16.5% |
| 3Y | +100.2% | +47.6% | +52.6% | +64.8% |
| 5Y | +143.7% | +154.7% | -11.0% | +58.5% |
| 10Y | +584.9% | +552.4% | +32.4% | +189.2% |
| All | +635.0% | +654.2% | -19.1% | +200.2% |
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