+1,773.8%
HWM vs PHM
+646.9%
+1,126.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -2.1% | -3.2% | +1.1% | -0.8% |
| 30D | -11.0% | -6.4% | -4.6% | -8.7% |
| 3M | +4.0% | +5.5% | -1.5% | +0.8% |
| 6M | -0.2% | -5.4% | +5.2% | +1.1% |
| YTD | +26.7% | +6.6% | +20.1% | +21.4% |
| 1Y | +44.7% | -8.8% | +53.6% | +47.4% |
| 3Y | +426.1% | +54.1% | +372.0% | +295.0% |
| 5Y | +738.5% | +144.5% | +594.0% | +376.0% |
| All | +1,773.8% | +646.9% | +1,126.9% | +477.6% |
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