+243.8%
HPQ vs PHM
+568.1%
-324.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.6% | +6.8% | +7.8% |
| 7D | +9.8% | -5.0% | +14.7% | +12.1% |
| 30D | +22.4% | -8.4% | +30.8% | +26.7% |
| 3M | +45.2% | -4.4% | +49.6% | +47.2% |
| 6M | +96.4% | -3.7% | +100.2% | +97.3% |
| YTD | +65.4% | +1.3% | +64.1% | +62.1% |
| 1Y | +31.6% | -14.0% | +45.6% | +37.5% |
| 3Y | +37.0% | +48.1% | -11.1% | +10.4% |
| 5Y | +53.0% | +158.8% | -105.8% | -6.5% |
| All | +243.8% | +568.1% | -324.3% | +47.3% |
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 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