+36.8%
HST vs PHM
-14.7%
+51.4%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | -0.3% | -3.9% | +3.5% | +1.0% |
| 30D | -2.8% | -8.6% | +5.8% | +0.2% |
| 3M | -6.5% | -2.9% | -3.5% | -6.0% |
| 6M | +20.7% | -5.7% | +26.4% | +21.8% |
| YTD | +30.5% | +1.9% | +28.6% | +27.7% |
| 1Y | +36.8% | -12.3% | +49.1% | +37.9% |
| All | +36.8% | -14.7% | +51.4% | +37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling