+261.2%
THC vs PHM
+61.0%
+200.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -0.7% | -3.2% | +2.5% | +0.3% |
| 30D | +1.3% | -6.4% | +7.7% | +3.2% |
| 3M | +64.2% | +5.5% | +58.8% | +61.5% |
| 6M | +8.3% | -5.4% | +13.7% | +9.5% |
| YTD | +33.4% | +6.6% | +26.8% | +30.4% |
| 1Y | +37.7% | -8.8% | +46.5% | +40.1% |
| All | +261.2% | +61.0% | +200.2% | +160.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling