-94.8%
HTZ vs PHM
+185.6%
-280.4%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.6% | -20.2% | -20.5% |
| 7D | -7.7% | +8.7% | -16.4% | -11.7% |
| 30D | -13.1% | +16.4% | -29.5% | -20.1% |
| 3M | +14.7% | +1.8% | +12.9% | +13.2% |
| 6M | -70.6% | +15.1% | -85.7% | -73.9% |
| YTD | -65.2% | +16.0% | -81.2% | -69.3% |
| 1Y | -73.2% | +14.1% | -87.3% | -76.2% |
| 3Y | -80.8% | +65.9% | -146.7% | -86.7% |
| 5Y | -94.8% | +180.9% | -275.7% | -97.7% |
| All | -94.8% | +185.6% | -280.4% | -97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling