+540.5%
THC vs PHM
+12,230.3%
-11,689.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.5% |
| 7D | +3.7% | +6.2% | -2.5% | +1.8% |
| 30D | +9.0% | +17.9% | -8.9% | +3.6% |
| 3M | +10.4% | +2.5% | +7.9% | +9.2% |
| 6M | +45.7% | +10.8% | +34.9% | +40.5% |
| YTD | +42.6% | +13.7% | +28.9% | +35.8% |
| 1Y | +38.8% | +12.4% | +26.4% | +32.4% |
| 3Y | +418.8% | +65.6% | +353.2% | +329.1% |
| 5Y | +275.7% | +175.3% | +100.3% | +165.3% |
| 10Y | +1,496.2% | +713.9% | +782.3% | +748.7% |
| All | +540.5% | +12,230.3% | -11,689.8% | +60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling