-86.4%
HTZ vs PHM
+145.9%
-232.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +7.5% | -3.2% | +10.7% | +9.3% |
| 30D | +47.4% | -6.4% | +53.9% | +52.3% |
| 3M | -54.9% | +5.5% | -60.4% | -57.9% |
| 6M | -47.0% | -5.4% | -41.6% | -47.4% |
| YTD | -55.3% | +6.6% | -61.8% | -58.7% |
| 1Y | -57.6% | -8.8% | -48.8% | -57.3% |
| 3Y | -86.6% | +54.1% | -140.7% | -90.3% |
| All | -86.4% | +145.9% | -232.3% | -92.9% |
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