+2,903.2%
HPQ vs PHM
+11,456.8%
-8,553.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +6.9% | -3.2% | +10.1% | +7.8% |
| 30D | +14.4% | -6.4% | +20.9% | +16.4% |
| 3M | +25.6% | +5.5% | +20.1% | +23.5% |
| 6M | +75.0% | -5.4% | +80.5% | +76.5% |
| YTD | +50.7% | +6.6% | +44.1% | +47.1% |
| 1Y | +18.7% | -8.8% | +27.5% | +20.4% |
| 3Y | +21.5% | +54.1% | -32.6% | +6.3% |
| 5Y | +31.6% | +144.5% | -112.9% | +1.1% |
| 10Y | +216.1% | +569.4% | -353.4% | +86.1% |
| All | +2,903.2% | +11,456.8% | -8,553.5% | +590.3% |
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