+706.7%
ETN vs PHM
+568.1%
+138.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +3.4% |
| 7D | +3.5% | -5.0% | +8.5% | +5.4% |
| 30D | -7.5% | -8.4% | +0.9% | -4.7% |
| 3M | +8.3% | -4.4% | +12.8% | +9.2% |
| 6M | +20.2% | -3.7% | +23.9% | +20.6% |
| YTD | +34.7% | +1.3% | +33.4% | +32.1% |
| 1Y | +19.4% | -14.0% | +33.5% | +24.0% |
| 3Y | +85.5% | +48.1% | +37.4% | +50.8% |
| 5Y | +186.6% | +158.8% | +27.8% | +80.4% |
| All | +706.7% | +568.1% | +138.5% | +233.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling