+433.3%
HUT vs PHM
+339.0%
+94.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.6% | -3.0% |
| 7D | +18.9% | -3.9% | +22.7% | +21.5% |
| 30D | +12.0% | -8.6% | +20.5% | +17.3% |
| 3M | -14.9% | -2.9% | -11.9% | -15.4% |
| 6M | +96.8% | -5.7% | +102.5% | +99.8% |
| YTD | +108.8% | +1.9% | +106.9% | +101.8% |
| 1Y | +227.4% | -12.3% | +239.7% | +243.0% |
| 3Y | +760.3% | +50.8% | +709.5% | +540.1% |
| 5Y | +86.1% | +157.3% | -71.2% | +3.8% |
| All | +433.3% | +339.0% | +94.3% | +139.3% |
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