+122.4%
HST vs PHM
+670.5%
-548.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +3.6% | -4.1% | +7.7% | +5.2% |
| 30D | +11.2% | +16.1% | -4.9% | +4.5% |
| 3M | +13.1% | -2.5% | +15.6% | +13.5% |
| 6M | +23.9% | +12.9% | +11.0% | +16.9% |
| YTD | +52.3% | +9.0% | +43.3% | +44.9% |
| 1Y | +56.7% | +8.2% | +48.5% | +49.4% |
| 3Y | +87.5% | +58.4% | +29.1% | +49.4% |
| 5Y | +82.8% | +159.2% | -76.4% | +15.8% |
| All | +122.4% | +670.5% | -548.1% | -3.7% |
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