+1,259.9%
PHM vs HBM
+613.3%
+646.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.3% |
| 7D | -3.2% | -6.4% | +3.2% | -1.9% |
| 30D | -6.4% | +5.9% | -12.3% | -7.7% |
| 3M | +5.5% | -8.9% | +14.4% | +6.0% |
| 6M | -5.4% | +10.7% | -16.1% | -9.4% |
| YTD | +6.6% | +38.3% | -31.7% | -3.1% |
| 1Y | -8.8% | +121.3% | -130.2% | -25.3% |
| 3Y | +54.1% | +450.6% | -396.5% | +0.5% |
| 5Y | +144.5% | +338.0% | -193.5% | +57.9% |
| 10Y | +569.4% | +578.6% | -9.2% | +216.5% |
| All | +1,259.9% | +613.3% | +646.6% | +310.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling