+66.1%
HST vs PHM
+52.3%
+13.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +1.4% |
| 7D | +2.0% | -2.5% | +4.5% | +2.9% |
| 30D | -5.2% | -9.7% | +4.4% | -1.7% |
| 3M | -6.2% | +2.2% | -8.5% | -7.6% |
| 6M | +20.4% | -5.7% | +26.1% | +22.0% |
| YTD | +30.6% | +2.8% | +27.8% | +27.7% |
| 1Y | +37.4% | -14.4% | +51.8% | +43.5% |
| 3Y | +66.1% | +52.2% | +13.9% | +31.7% |
| All | +66.1% | +52.3% | +13.8% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling