+19,880.1%
ETN vs PHM
+10,710.2%
+9,169.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.7% | -0.9% |
| 7D | +3.0% | -6.4% | +9.4% | +4.7% |
| 30D | -10.9% | -12.1% | +1.2% | -8.1% |
| 3M | +9.2% | -1.5% | +10.8% | +9.1% |
| 6M | +13.9% | -6.0% | +19.9% | +15.0% |
| YTD | +29.5% | -0.3% | +29.8% | +28.6% |
| 1Y | +14.2% | -13.3% | +27.6% | +17.1% |
| 3Y | +79.9% | +47.6% | +32.3% | +58.3% |
| 5Y | +175.7% | +154.7% | +20.9% | +107.7% |
| 10Y | +693.2% | +552.4% | +140.8% | +357.5% |
| All | +19,880.1% | +10,710.2% | +9,169.9% | +6,138.5% |
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