-93.9%
HTZ vs PHM
+155.1%
-249.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -2.0% | -6.4% | -7.3% |
| 7D | -14.6% | +6.2% | -20.8% | -17.3% |
| 30D | -20.8% | +17.9% | -38.7% | -27.7% |
| 3M | -18.8% | +2.5% | -21.3% | -19.9% |
| 6M | -74.7% | +10.8% | -85.5% | -77.1% |
| YTD | -68.1% | +13.7% | -81.8% | -71.7% |
| 1Y | -73.5% | +12.4% | -85.8% | -76.3% |
| 3Y | -81.8% | +65.6% | -147.5% | -87.6% |
| 5Y | -95.2% | +175.3% | -270.6% | -97.8% |
| All | -93.9% | +155.1% | -249.0% | -96.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling