+216.4%
ET vs PHM
+160.8%
+55.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.9% | +0.1% |
| 7D | +3.0% | -6.1% | +9.1% | +3.8% |
| 30D | -3.5% | +13.7% | -17.2% | -5.3% |
| 3M | -5.6% | -1.5% | -4.1% | -5.7% |
| 6M | +0.5% | +11.3% | -10.7% | -1.7% |
| YTD | +26.3% | +8.9% | +17.4% | +23.4% |
| 1Y | +25.7% | +6.1% | +19.6% | +23.1% |
| 3Y | +85.1% | +57.7% | +27.4% | +63.6% |
| 5Y | +216.4% | +159.0% | +57.4% | +125.8% |
| All | +216.4% | +160.8% | +55.6% | +125.8% |
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