+276.8%
THC vs PHM
+175.2%
+101.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.2% |
| 7D | +3.7% | +6.2% | -2.5% | +1.0% |
| 30D | +9.0% | +17.9% | -8.9% | +1.2% |
| 3M | +10.4% | +2.5% | +7.9% | +8.6% |
| 6M | +45.7% | +10.8% | +34.9% | +38.0% |
| YTD | +42.6% | +13.7% | +28.9% | +32.4% |
| 1Y | +38.8% | +12.4% | +26.4% | +29.0% |
| 3Y | +418.8% | +65.6% | +353.2% | +257.0% |
| All | +276.8% | +175.2% | +101.5% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling