+233.4%
EQX vs PHM
+392.3%
-158.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.1% | -2.9% | -4.5% |
| 7D | -7.0% | -6.4% | -0.7% | -5.4% |
| 30D | +4.8% | -12.1% | +16.9% | +8.4% |
| 3M | +25.6% | -1.5% | +27.2% | +25.9% |
| 6M | -25.8% | -6.0% | -19.8% | -24.9% |
| YTD | -12.7% | -0.3% | -12.4% | -13.1% |
| 1Y | +14.1% | -13.3% | +27.4% | +17.1% |
| 3Y | +165.7% | +47.6% | +118.2% | +130.4% |
| 5Y | +81.2% | +154.7% | -73.5% | +32.2% |
| All | +233.4% | +392.3% | -158.9% | +155.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling