-13.9%
HUT vs PHM
+166.4%
-180.3%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.8% | +8.4% | +8.1% |
| 7D | +24.8% | -4.8% | +29.5% | +28.8% |
| 30D | -28.4% | +16.5% | -44.9% | -38.8% |
| 3M | -31.2% | -2.0% | -29.2% | -33.4% |
| 6M | -40.2% | +12.7% | -52.9% | -50.0% |
| YTD | +32.9% | +11.2% | +21.8% | +12.6% |
| 1Y | +39.1% | +7.7% | +31.3% | +19.9% |
| 3Y | +462.8% | +60.9% | +401.9% | +202.2% |
| 5Y | -13.9% | +167.7% | -181.6% | -74.6% |
| All | -13.9% | +166.4% | -180.3% | -74.6% |
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