+69.4%
ENB vs PHM
+152.6%
-83.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.5% |
| 7D | -0.3% | -3.9% | +3.5% | +0.2% |
| 30D | -1.1% | -8.6% | +7.5% | +0.1% |
| 3M | -8.5% | -2.9% | -5.5% | -8.4% |
| 6M | -4.5% | -5.7% | +1.2% | -4.2% |
| YTD | +9.1% | +1.9% | +7.2% | +7.9% |
| 1Y | +8.0% | -12.3% | +20.3% | +9.2% |
| 3Y | +77.8% | +50.8% | +27.1% | +59.1% |
| 5Y | +69.4% | +157.3% | -87.9% | +26.8% |
| All | +69.4% | +152.6% | -83.2% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling