+1,330.6%
HST vs PHM
+11,456.8%
-10,126.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -1.0% | -3.2% | +2.2% | +0.2% |
| 30D | -12.3% | -6.4% | -5.8% | -10.2% |
| 3M | -6.4% | +5.5% | -11.9% | -8.6% |
| 6M | +15.0% | -5.4% | +20.5% | +16.6% |
| YTD | +30.5% | +6.6% | +23.9% | +26.3% |
| 1Y | +35.7% | -8.8% | +44.5% | +38.5% |
| 3Y | +68.4% | +54.1% | +14.3% | +38.2% |
| 5Y | +73.1% | +144.5% | -71.4% | +16.8% |
| 10Y | +92.7% | +569.4% | -476.7% | -16.9% |
| All | +1,330.6% | +11,456.8% | -10,126.1% | +100.4% |
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