+1,474.6%
HWM vs PHM
+670.5%
+804.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | +7.3% | -4.1% | +11.4% | +9.1% |
| 30D | +1.6% | +16.1% | -14.6% | -5.4% |
| 3M | -21.9% | -2.5% | -19.4% | -21.7% |
| 6M | -19.0% | +12.9% | -32.0% | -24.4% |
| YTD | +7.9% | +9.0% | -1.1% | +1.7% |
| 1Y | +9.9% | +8.2% | +1.8% | +3.5% |
| 3Y | +342.1% | +58.4% | +283.7% | +227.0% |
| 5Y | +600.8% | +159.2% | +441.6% | +285.3% |
| All | +1,474.6% | +670.5% | +804.1% | +400.7% |
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 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