+21.8%
ENTG vs PHM
+152.6%
-130.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +2.0% |
| 7D | +8.9% | -3.9% | +12.8% | +11.6% |
| 30D | -0.8% | -8.6% | +7.7% | +4.6% |
| 3M | +6.6% | -2.9% | +9.5% | +7.3% |
| 6M | +22.1% | -5.7% | +27.8% | +25.0% |
| YTD | +70.2% | +1.9% | +68.3% | +64.9% |
| 1Y | +76.7% | -12.3% | +89.0% | +88.6% |
| 3Y | +50.5% | +50.8% | -0.3% | +4.9% |
| 5Y | +21.8% | +157.3% | -135.5% | -45.9% |
| All | +21.8% | +152.6% | -130.7% | -45.9% |
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 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