+110.7%
ED vs PHM
+545.0%
-434.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -0.2% | -3.9% | +3.7% | +0.4% |
| 30D | +1.9% | -8.6% | +10.5% | +3.2% |
| 3M | +1.9% | -2.9% | +4.8% | +2.1% |
| 6M | -2.3% | -5.7% | +3.4% | -1.8% |
| YTD | +10.9% | +1.9% | +9.0% | +9.9% |
| 1Y | +14.5% | -12.3% | +26.8% | +15.8% |
| 3Y | +33.4% | +50.8% | -17.4% | +22.0% |
| 5Y | +67.3% | +157.3% | -90.0% | +37.4% |
| 10Y | +110.7% | +566.5% | -455.9% | +45.3% |
| All | +110.7% | +545.0% | -434.3% | +45.3% |
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 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