+25.6%
EOG vs PHM
+50.2%
-24.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.1% | +1.2% |
| 7D | -1.3% | -3.9% | +2.5% | -1.1% |
| 30D | +3.4% | -8.6% | +11.9% | +3.8% |
| 3M | +7.8% | -2.9% | +10.8% | +7.6% |
| 6M | +13.4% | -5.7% | +19.1% | +13.5% |
| YTD | +43.5% | +1.9% | +41.6% | +41.6% |
| 1Y | +29.7% | -12.3% | +42.0% | +30.8% |
| All | +25.6% | +50.2% | -24.6% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling