+245.3%
ET vs PHM
+152.6%
+92.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | +0.6% | -3.9% | +4.5% | +1.2% |
| 30D | +5.3% | -8.6% | +13.8% | +6.6% |
| 3M | +15.6% | -2.9% | +18.6% | +15.7% |
| 6M | +20.6% | -5.7% | +26.3% | +20.9% |
| YTD | +38.5% | +1.9% | +36.7% | +36.8% |
| 1Y | +35.7% | -12.3% | +48.0% | +37.3% |
| 3Y | +98.4% | +50.8% | +47.6% | +75.8% |
| 5Y | +245.3% | +157.3% | +88.0% | +149.8% |
| All | +245.3% | +152.6% | +92.7% | +149.8% |
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