+4.7%
HWM vs PHM
+10.2%
-5.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.2% | +2.2% |
| 7D | -1.8% | +2.9% | -4.7% | -2.6% |
| 30D | -2.7% | +16.5% | -19.2% | -6.8% |
| 3M | -22.7% | +0.6% | -23.4% | -22.7% |
| 6M | -18.9% | +11.6% | -30.5% | -22.5% |
| YTD | +7.1% | +12.1% | -5.0% | +2.7% |
| 1Y | +4.7% | +9.6% | -4.9% | +0.3% |
| All | +4.7% | +10.2% | -5.6% | +0.3% |
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