+29.6%
HWM vs PHM
-13.8%
+43.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -3.5% | -7.2% | -9.7% |
| 7D | -9.2% | -2.5% | -6.7% | -8.4% |
| 30D | -17.9% | -9.7% | -8.2% | -15.5% |
| 3M | -6.0% | +2.2% | -8.3% | -7.7% |
| 6M | -7.4% | -5.7% | -1.7% | -7.5% |
| YTD | +13.1% | +2.8% | +10.3% | +11.5% |
| All | +29.6% | -13.8% | +43.5% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling