+44.2%
EOSE vs PHM
+49.3%
-5.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.8% |
| 7D | +1.8% | -5.0% | +6.8% | +4.2% |
| 30D | -6.8% | -8.4% | +1.6% | -2.8% |
| 3M | -36.3% | -4.4% | -31.9% | -35.6% |
| 6M | -38.8% | -3.7% | -35.0% | -38.5% |
| YTD | -65.5% | +1.3% | -66.8% | -66.9% |
| 1Y | -45.3% | -14.0% | -31.3% | -42.7% |
| 3Y | +44.2% | +48.1% | -4.0% | -21.3% |
| All | +44.2% | +49.3% | -5.2% | -21.3% |
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 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