+239.5%
HUT vs PHM
+379.0%
-139.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.8% | +8.4% | +8.0% |
| 7D | +24.8% | -4.8% | +29.5% | +27.9% |
| 30D | -28.4% | +16.5% | -44.9% | -36.3% |
| 3M | -31.2% | -2.0% | -29.2% | -32.9% |
| 6M | -40.2% | +12.7% | -52.9% | -47.4% |
| YTD | +32.9% | +11.2% | +21.8% | +18.5% |
| 1Y | +39.1% | +7.7% | +31.3% | +25.7% |
| 3Y | +462.8% | +60.9% | +401.9% | +291.9% |
| 5Y | -13.9% | +167.7% | -181.6% | -54.6% |
| All | +239.5% | +379.0% | -139.5% | +40.5% |
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