+4,353.6%
HSY vs PHM
+11,720.3%
-7,366.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -2.1% | -4.1% | +2.0% | -1.7% |
| 30D | +6.1% | +16.1% | -10.0% | +4.1% |
| 3M | -5.6% | -2.5% | -3.1% | -5.4% |
| 6M | -9.5% | +12.9% | -22.5% | -11.1% |
| YTD | -2.1% | +9.0% | -11.1% | -3.5% |
| 1Y | +0.8% | +8.2% | -7.4% | -0.7% |
| 3Y | -2.1% | +58.4% | -60.6% | -8.9% |
| 5Y | +11.2% | +159.2% | -147.9% | -4.0% |
| 10Y | +128.3% | +676.9% | -548.6% | +68.4% |
| All | +4,353.6% | +11,720.3% | -7,366.7% | +1,782.4% |
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