-66.4%
HTZ vs PHM
+16.2%
-82.6%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +7.2% | +2.0% | +7.1% |
| 7D | +18.9% | +13.6% | +5.4% | +14.8% |
| 30D | +26.3% | +19.3% | +7.0% | +20.2% |
| 3M | +49.7% | +3.5% | +46.2% | +46.5% |
| 6M | -61.1% | +18.6% | -79.7% | -64.7% |
| YTD | -56.0% | +16.7% | -72.7% | -59.8% |
| 1Y | -66.4% | +14.6% | -81.0% | -69.6% |
| All | -66.4% | +16.2% | -82.6% | -69.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling