+710.0%
PH vs HBM
+274.8%
+435.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +6.9% | -1.3% | +8.1% | +7.1% |
| 30D | +1.7% | -14.8% | +16.5% | +5.4% |
| 3M | -8.1% | -20.7% | +12.5% | -3.6% |
| 6M | +11.5% | -13.9% | +25.4% | +12.6% |
| YTD | +11.4% | +10.6% | +0.7% | +3.7% |
| 1Y | +14.1% | +32.4% | -18.3% | +1.2% |
| 3Y | +138.2% | +432.0% | -293.8% | +39.5% |
| 5Y | +216.0% | +205.5% | +10.5% | +100.5% |
| 10Y | +710.0% | +291.1% | +418.8% | +267.1% |
| All | +710.0% | +274.8% | +435.1% | +267.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling