+340.8%
HPE vs PHM
+149.8%
+191.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.1% | -4.1% | -5.6% |
| 7D | +1.4% | -6.4% | +7.8% | +3.4% |
| 30D | +1.5% | -12.1% | +13.6% | +5.3% |
| 3M | +21.7% | -1.5% | +23.3% | +21.0% |
| 6M | +164.2% | -6.0% | +170.2% | +165.7% |
| YTD | +132.1% | -0.3% | +132.4% | +128.5% |
| 1Y | +130.6% | -13.3% | +144.0% | +136.8% |
| 3Y | +244.1% | +47.6% | +196.5% | +183.6% |
| 5Y | +340.8% | +154.7% | +186.1% | +185.8% |
| All | +340.8% | +149.8% | +191.0% | +185.8% |
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 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