+553.3%
THC vs PHM
+12,545.8%
-11,992.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +1.2% |
| 7D | +7.5% | +3.5% | +4.0% | +6.5% |
| 30D | +9.6% | +21.2% | -11.6% | +3.3% |
| 3M | +10.3% | +2.5% | +7.8% | +9.0% |
| 6M | +51.8% | +16.1% | +35.7% | +44.4% |
| YTD | +45.4% | +16.6% | +28.8% | +37.5% |
| 1Y | +40.8% | +14.4% | +26.4% | +33.6% |
| 3Y | +448.8% | +71.9% | +376.9% | +348.9% |
| 5Y | +263.4% | +174.3% | +89.0% | +156.8% |
| 10Y | +1,800.1% | +744.0% | +1,056.1% | +898.5% |
| All | +553.3% | +12,545.8% | -11,992.5% | +62.4% |
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