+1,039.2%
THC vs PHM
+545.0%
+494.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +4.4% |
| 7D | +4.1% | -3.9% | +7.9% | +6.4% |
| 30D | +3.5% | -8.6% | +12.1% | +8.5% |
| 3M | +61.7% | -2.9% | +64.7% | +63.4% |
| 6M | +11.8% | -5.7% | +17.5% | +13.9% |
| YTD | +35.4% | +1.9% | +33.6% | +31.2% |
| 1Y | +37.0% | -12.3% | +49.3% | +43.4% |
| 3Y | +260.1% | +50.8% | +209.3% | +150.4% |
| 5Y | +262.6% | +157.3% | +105.3% | +70.9% |
| 10Y | +1,039.2% | +566.5% | +472.7% | +176.8% |
| All | +1,039.2% | +545.0% | +494.2% | +176.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling