+677.7%
HPE vs PHM
+618.1%
+59.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.5% | +11.3% | +9.0% |
| 7D | +10.1% | -2.5% | +12.6% | +11.0% |
| 30D | +5.3% | -9.7% | +14.9% | +8.7% |
| 3M | +12.7% | +2.2% | +10.5% | +10.5% |
| 6M | +167.7% | -5.7% | +173.3% | +169.6% |
| YTD | +135.5% | +2.8% | +132.6% | +129.3% |
| 1Y | +143.4% | -14.4% | +157.8% | +152.0% |
| 3Y | +249.2% | +52.2% | +197.0% | +183.4% |
| 5Y | +343.8% | +154.3% | +189.6% | +186.2% |
| 10Y | +495.9% | +545.9% | -50.0% | +152.0% |
| All | +677.7% | +618.1% | +59.6% | +204.3% |
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