+2,463.3%
ED vs PHM
+11,952.1%
-9,488.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | 0.0% |
| 7D | -0.9% | -4.8% | +3.8% | -0.4% |
| 30D | +11.2% | +16.5% | -5.3% | +9.4% |
| 3M | +11.8% | -2.0% | +13.8% | +11.9% |
| 6M | +14.1% | +12.7% | +1.4% | +12.4% |
| YTD | +23.0% | +11.2% | +11.8% | +21.0% |
| 1Y | +23.7% | +7.7% | +15.9% | +22.0% |
| 3Y | +47.7% | +60.9% | -13.2% | +38.3% |
| 5Y | +82.6% | +167.7% | -85.1% | +60.0% |
| 10Y | +141.8% | +692.1% | -550.3% | +84.4% |
| All | +2,463.3% | +11,952.1% | -9,488.8% | +1,108.4% |
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