+1,516.2%
HWM vs PHM
+709.0%
+807.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.2% | +2.9% |
| 7D | -1.8% | +2.9% | -4.7% | -3.3% |
| 30D | -2.7% | +16.5% | -19.2% | -9.5% |
| 3M | -22.7% | +0.6% | -23.4% | -23.6% |
| 6M | -18.9% | +11.6% | -30.5% | -23.9% |
| YTD | +7.1% | +12.1% | -5.0% | -0.3% |
| 1Y | +4.7% | +9.6% | -4.9% | -1.9% |
| 3Y | +345.6% | +62.3% | +283.3% | +226.5% |
| 5Y | +588.3% | +170.4% | +417.9% | +271.5% |
| 10Y | +1,516.2% | +683.0% | +833.2% | +416.3% |
| All | +1,516.2% | +709.0% | +807.2% | +416.3% |
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