-28.7%
ETHA vs PHM
+1.0%
-29.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +2.7% |
| 7D | +2.7% | -2.5% | +5.2% | +3.9% |
| 30D | +29.4% | -9.7% | +39.0% | +35.5% |
| 3M | +47.2% | +2.2% | +44.9% | +43.0% |
| 6M | +25.4% | -5.7% | +31.1% | +26.6% |
| YTD | -16.5% | +2.8% | -19.4% | -22.2% |
| 1Y | -42.3% | -14.4% | -27.9% | -38.8% |
| All | -28.7% | +1.0% | -29.7% | -41.1% |
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