-73.5%
HTZ vs PHM
+11.3%
-84.8%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -2.0% | -6.4% | -7.8% |
| 7D | -14.6% | +6.2% | -20.8% | -15.9% |
| 30D | -20.8% | +17.9% | -38.7% | -24.1% |
| 3M | -18.8% | +2.5% | -21.3% | -19.8% |
| 6M | -74.7% | +10.8% | -85.5% | -76.2% |
| YTD | -68.1% | +13.7% | -81.8% | -70.4% |
| 1Y | -73.5% | +12.4% | -85.8% | -75.7% |
| All | -73.5% | +11.3% | -84.8% | -75.7% |
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