+812.6%
PH vs HBM
+625.8%
+186.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.5% |
| 7D | 0.0% | +5.5% | -5.5% | -1.3% |
| 30D | -10.3% | +3.3% | -13.6% | -11.3% |
| 3M | +5.1% | +12.7% | -7.6% | +0.8% |
| 6M | +2.3% | +28.2% | -25.9% | -6.4% |
| YTD | +8.7% | +45.3% | -36.6% | -4.8% |
| 1Y | +26.8% | +121.7% | -94.9% | -1.4% |
| 3Y | +139.2% | +523.5% | -384.3% | +35.5% |
| 5Y | +251.1% | +393.9% | -142.8% | +97.5% |
| 10Y | +812.6% | +647.9% | +164.7% | +264.1% |
| All | +812.6% | +625.8% | +186.7% | +264.1% |
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