+144.6%
HST vs PHM
+709.0%
-564.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.9% | +6.5% | +4.1% |
| 7D | +0.6% | +2.9% | -2.4% | -0.7% |
| 30D | +14.5% | +16.5% | -2.0% | +7.5% |
| 3M | +15.4% | +0.6% | +14.8% | +14.4% |
| 6M | +22.0% | +11.6% | +10.4% | +15.6% |
| YTD | +54.9% | +12.1% | +42.8% | +45.8% |
| 1Y | +54.0% | +9.6% | +44.4% | +46.1% |
| 3Y | +90.4% | +62.3% | +28.2% | +50.3% |
| 5Y | +84.2% | +170.4% | -86.2% | +14.8% |
| 10Y | +144.6% | +683.0% | -538.4% | +4.1% |
| All | +144.6% | +709.0% | -564.4% | +4.1% |
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