-29.3%
ETHA vs PHM
-2.1%
-27.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.9% |
| 7D | -2.4% | -6.4% | +3.9% | +0.6% |
| 30D | +30.9% | -12.1% | +43.0% | +38.8% |
| 3M | +51.1% | -1.5% | +52.7% | +49.7% |
| 6M | +20.5% | -6.0% | +26.5% | +21.7% |
| YTD | -17.3% | -0.3% | -17.0% | -21.7% |
| 1Y | -43.2% | -13.3% | -29.9% | -40.7% |
| All | -29.3% | -2.1% | -27.2% | -40.7% |
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