+38.6%
HPQ vs PHM
+152.6%
-113.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.9% | +5.3% |
| 7D | +2.2% | -3.9% | +6.1% | +3.8% |
| 30D | +9.7% | -8.6% | +18.3% | +13.4% |
| 3M | +32.7% | -2.9% | +35.7% | +33.5% |
| 6M | +77.7% | -5.7% | +83.4% | +80.0% |
| YTD | +51.0% | +1.9% | +49.1% | +47.8% |
| 1Y | +18.4% | -12.3% | +30.7% | +22.6% |
| 3Y | +25.6% | +50.8% | -25.2% | +0.4% |
| 5Y | +38.6% | +157.3% | -118.7% | -17.3% |
| All | +38.6% | +152.6% | -113.9% | -17.3% |
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 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