+195.6%
EQT vs PHM
+152.2%
+43.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.0% |
| 7D | -1.2% | -6.4% | +5.2% | 0.0% |
| 30D | +1.1% | -12.1% | +13.2% | +3.3% |
| 3M | +4.8% | -1.5% | +6.3% | +4.6% |
| 6M | -10.6% | -6.0% | -4.6% | -10.2% |
| YTD | +3.4% | -0.3% | +3.7% | +2.2% |
| 1Y | +8.7% | -13.3% | +22.0% | +10.5% |
| 3Y | +35.0% | +47.6% | -12.6% | +15.1% |
| All | +195.6% | +152.2% | +43.4% | +97.8% |
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