+73.7%
HST vs PHM
+152.9%
-79.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +1.5% |
| 7D | +2.0% | -2.5% | +4.5% | +3.0% |
| 30D | -5.2% | -9.7% | +4.4% | -1.5% |
| 3M | -6.2% | +2.2% | -8.5% | -7.7% |
| 6M | +20.4% | -5.7% | +26.1% | +22.2% |
| YTD | +30.6% | +2.8% | +27.8% | +27.5% |
| 1Y | +37.4% | -14.4% | +51.8% | +44.0% |
| 3Y | +66.1% | +52.2% | +13.9% | +31.5% |
| 5Y | +73.7% | +154.3% | -80.5% | +1.4% |
| All | +73.7% | +152.9% | -79.2% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling