+420.1%
HUT vs PHM
+359.4%
+60.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.1% | +6.1% |
| 7D | +17.8% | -3.2% | +21.0% | +20.0% |
| 30D | +0.8% | -6.4% | +7.3% | +4.4% |
| 3M | -26.8% | +5.5% | -32.3% | -30.8% |
| 6M | +72.6% | -5.4% | +78.0% | +75.4% |
| YTD | +103.6% | +6.6% | +97.0% | +92.0% |
| 1Y | +265.3% | -8.8% | +274.1% | +273.5% |
| 3Y | +689.4% | +54.1% | +635.3% | +480.6% |
| 5Y | +75.3% | +144.5% | -69.1% | -0.8% |
| All | +420.1% | +359.4% | +60.8% | +127.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling