+655.5%
HWM vs PHM
+152.9%
+502.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -3.5% | -7.2% | -9.6% |
| 7D | -9.2% | -2.5% | -6.7% | -8.4% |
| 30D | -17.9% | -9.7% | -8.2% | -15.3% |
| 3M | -6.0% | +2.2% | -8.3% | -7.2% |
| 6M | -7.4% | -5.7% | -1.7% | -6.3% |
| YTD | +13.1% | +2.8% | +10.3% | +11.2% |
| 1Y | +29.3% | -14.4% | +43.7% | +33.9% |
| 3Y | +389.9% | +52.2% | +337.7% | +294.6% |
| 5Y | +655.5% | +154.3% | +501.3% | +370.1% |
| All | +655.5% | +152.9% | +502.7% | +370.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling