+253.8%
PH vs HBM
+369.9%
-116.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.8% | -6.4% | -1.9% |
| 7D | +0.4% | +7.4% | -7.0% | -1.1% |
| 30D | -10.8% | +5.1% | -15.9% | -12.0% |
| 3M | +8.5% | +11.1% | -2.7% | +5.0% |
| 6M | +3.9% | +30.2% | -26.3% | -4.3% |
| YTD | +9.4% | +46.2% | -36.8% | -2.9% |
| 1Y | +26.8% | +120.0% | -93.3% | +1.2% |
| 3Y | +140.8% | +527.4% | -386.6% | +42.4% |
| 5Y | +253.8% | +400.4% | -146.6% | +115.5% |
| All | +253.8% | +369.9% | -116.1% | +115.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling