-3.9%
ELF vs PHM
+16.2%
-20.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.2% | -5.3% | -1.2% |
| 7D | -1.5% | +13.6% | -15.1% | -7.4% |
| 30D | +9.5% | +19.3% | -9.8% | +0.2% |
| 3M | +29.4% | +3.5% | +25.9% | +26.9% |
| 6M | +83.7% | +18.6% | +65.1% | +66.3% |
| YTD | +49.4% | +16.7% | +32.7% | +36.0% |
| 1Y | -3.9% | +14.6% | -18.6% | -13.3% |
| All | -3.9% | +16.2% | -20.1% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling