+1,511.7%
HST vs PHM
+12,230.3%
-10,718.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.7% |
| 7D | -2.7% | +6.2% | -8.9% | -5.0% |
| 30D | +10.7% | +17.9% | -7.2% | +3.9% |
| 3M | +6.3% | +2.5% | +3.8% | +4.7% |
| 6M | +19.0% | +10.8% | +8.2% | +13.5% |
| YTD | +47.0% | +13.7% | +33.3% | +38.3% |
| 1Y | +53.4% | +12.4% | +41.1% | +44.8% |
| 3Y | +78.0% | +65.6% | +12.4% | +42.1% |
| 5Y | +71.7% | +175.3% | -103.7% | +10.7% |
| 10Y | +146.2% | +713.9% | -567.7% | -1.5% |
| All | +1,511.7% | +12,230.3% | -10,718.6% | +119.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling