+372.7%
ETR vs PHM
+670.5%
-297.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.2% | -4.1% | +5.3% | +2.1% |
| 30D | +7.0% | +16.1% | -9.1% | +3.2% |
| 3M | +4.6% | -2.5% | +7.1% | +4.9% |
| 6M | +0.1% | +12.9% | -12.8% | -3.3% |
| YTD | +23.2% | +9.0% | +14.2% | +19.3% |
| 1Y | +20.6% | +8.2% | +12.4% | +16.9% |
| 3Y | +156.3% | +58.4% | +97.8% | +118.9% |
| 5Y | +159.6% | +159.2% | +0.5% | +87.5% |
| All | +372.7% | +670.5% | -297.8% | +160.5% |
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 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