+123.6%
HOOD vs PHM
+150.7%
-27.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | -3.8% | -4.1% | +0.4% | -1.8% |
| 30D | -23.0% | +16.1% | -39.1% | -28.9% |
| 3M | -21.6% | -2.5% | -19.1% | -21.1% |
| 6M | +1.4% | +12.9% | -11.5% | -6.5% |
| YTD | -31.2% | +9.0% | -40.2% | -36.4% |
| 1Y | -35.9% | +8.2% | -44.1% | -40.7% |
| 3Y | +836.9% | +58.4% | +778.5% | +553.5% |
| 5Y | +121.1% | +159.2% | -38.0% | +1.6% |
| All | +123.6% | +150.7% | -27.1% | -13.2% |
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 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