+18.0%
EME vs PHM
-6.9%
+24.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +1.9% | -3.2% | +5.1% | +2.3% |
| 30D | -8.3% | -6.4% | -1.8% | -7.5% |
| 3M | -10.7% | +5.5% | -16.2% | -12.7% |
| 6M | +1.9% | -5.4% | +7.3% | +0.4% |
| YTD | +23.5% | +6.6% | +16.9% | +21.5% |
| 1Y | +18.0% | -8.8% | +26.8% | +14.3% |
| All | +18.0% | -6.9% | +24.9% | +14.3% |
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