+151.1%
ETR vs PHM
+52.3%
+98.9%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.5% | +4.7% | +1.7% |
| 7D | +1.4% | -2.5% | +3.9% | +1.7% |
| 30D | +1.9% | -9.7% | +11.5% | +3.3% |
| 3M | +1.0% | +2.2% | -1.2% | +0.5% |
| 6M | +4.8% | -5.7% | +10.5% | +5.3% |
| YTD | +19.5% | +2.8% | +16.7% | +18.6% |
| 1Y | +28.1% | -14.4% | +42.5% | +30.0% |
| 3Y | +151.1% | +52.2% | +98.9% | +120.7% |
| All | +151.1% | +52.3% | +98.9% | +120.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling