+225.5%
HOOD vs PHM
+129.2%
+96.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -0.7% |
| 7D | -9.1% | -6.4% | -2.8% | -6.1% |
| 30D | +20.1% | -12.1% | +32.2% | +28.0% |
| 3M | +31.2% | -1.5% | +32.8% | +30.7% |
| 6M | +44.3% | -6.0% | +50.3% | +46.7% |
| YTD | +0.2% | -0.3% | +0.5% | -2.6% |
| 1Y | -3.5% | -13.3% | +9.8% | +0.6% |
| 3Y | +955.2% | +47.6% | +907.6% | +664.0% |
| 5Y | +175.3% | +154.7% | +20.5% | +38.0% |
| All | +225.5% | +129.2% | +96.2% | +32.8% |
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 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