+1,388.5%
HWM vs PHM
+696.9%
+691.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +3.3% |
| 7D | +3.4% | +6.2% | -2.8% | +0.5% |
| 30D | -7.5% | +17.9% | -25.5% | -14.4% |
| 3M | -28.9% | +2.5% | -31.4% | -30.3% |
| 6M | -19.6% | +10.8% | -30.4% | -24.4% |
| YTD | +0.6% | +13.7% | -13.1% | -6.9% |
| 1Y | +0.3% | +12.4% | -12.0% | -6.9% |
| 3Y | +326.1% | +65.6% | +260.5% | +209.3% |
| 5Y | +525.2% | +175.3% | +349.8% | +234.3% |
| 10Y | +1,492.9% | +713.9% | +779.0% | +368.2% |
| All | +1,388.5% | +696.9% | +691.6% | +343.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling