+571.9%
HPE vs PHM
+661.3%
-89.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.8% |
| 7D | +7.9% | -4.1% | +12.0% | +9.3% |
| 30D | -23.5% | +16.1% | -39.6% | -28.0% |
| 3M | -19.1% | -2.5% | -16.6% | -19.3% |
| 6M | +51.4% | +12.9% | +38.5% | +42.0% |
| YTD | +103.4% | +9.0% | +94.4% | +92.3% |
| 1Y | +114.4% | +8.2% | +106.2% | +102.9% |
| 3Y | +224.7% | +58.4% | +166.2% | +158.0% |
| 5Y | +277.8% | +159.2% | +118.6% | +140.6% |
| 10Y | +371.1% | +676.9% | -305.8% | +83.5% |
| All | +571.9% | +661.3% | -89.3% | +155.2% |
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