+403.8%
HUT vs PHM
+329.7%
+74.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.1% | -3.4% | -4.3% |
| 7D | +2.8% | -6.4% | +9.2% | +6.7% |
| 30D | +2.1% | -12.1% | +14.1% | +9.4% |
| 3M | -14.3% | -1.5% | -12.7% | -15.6% |
| 6M | +84.2% | -6.0% | +90.2% | +87.5% |
| YTD | +97.2% | -0.3% | +97.5% | +93.1% |
| 1Y | +192.7% | -13.3% | +206.1% | +209.0% |
| 3Y | +712.6% | +47.6% | +665.0% | +512.4% |
| 5Y | +85.5% | +154.7% | -69.3% | +4.3% |
| All | +403.8% | +329.7% | +74.1% | +128.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling