+246.3%
HPE vs PHM
+47.0%
+199.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.1% | -4.1% | -5.7% |
| 7D | +1.4% | -6.4% | +7.8% | +3.1% |
| 30D | +1.5% | -12.1% | +13.6% | +4.9% |
| 3M | +21.7% | -1.5% | +23.3% | +20.8% |
| 6M | +164.2% | -6.0% | +170.2% | +165.0% |
| YTD | +132.1% | -0.3% | +132.4% | +128.2% |
| 1Y | +130.6% | -13.3% | +144.0% | +135.8% |
| All | +246.3% | +47.0% | +199.3% | +179.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling