-2.1%
EME vs PHM
+16.2%
-18.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +7.2% | -16.8% | -10.0% |
| 7D | -5.8% | +13.6% | -19.4% | -6.9% |
| 30D | -17.9% | +19.3% | -37.2% | -19.4% |
| 3M | -22.0% | +3.5% | -25.5% | -21.8% |
| 6M | -29.7% | +18.6% | -48.3% | -32.5% |
| YTD | +4.7% | +16.7% | -12.0% | +1.3% |
| 1Y | -2.1% | +14.6% | -16.7% | -5.9% |
| All | -2.1% | +16.2% | -18.3% | -5.9% |
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