+107.0%
HST vs PHM
+545.0%
-437.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | -0.3% | -3.9% | +3.5% | +1.2% |
| 30D | -2.8% | -8.6% | +5.8% | +0.5% |
| 3M | -6.5% | -2.9% | -3.5% | -5.9% |
| 6M | +20.7% | -5.7% | +26.4% | +22.5% |
| YTD | +30.5% | +1.9% | +28.6% | +28.1% |
| 1Y | +36.8% | -12.3% | +49.1% | +41.9% |
| 3Y | +65.9% | +50.8% | +15.1% | +35.2% |
| 5Y | +73.9% | +157.3% | -83.4% | +11.0% |
| 10Y | +107.0% | +566.5% | -459.5% | -9.9% |
| All | +107.0% | +545.0% | -437.9% | -9.9% |
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