+31.6%
HPQ vs PHM
-12.7%
+44.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.6% | +6.8% | +7.9% |
| 7D | +9.8% | -5.0% | +14.7% | +11.5% |
| 30D | +22.4% | -8.4% | +30.8% | +25.6% |
| 3M | +45.2% | -4.4% | +49.6% | +46.8% |
| 6M | +96.4% | -3.7% | +100.2% | +97.6% |
| YTD | +65.4% | +1.3% | +64.1% | +62.5% |
| 1Y | +31.6% | -14.0% | +45.6% | +28.4% |
| All | +31.6% | -12.7% | +44.3% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling