+4,316.7%
ETR vs PHM
+11,456.8%
-7,140.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +1.4% | -3.2% | +4.6% | +1.9% |
| 30D | +1.0% | -6.4% | +7.4% | +1.8% |
| 3M | -1.3% | +5.5% | -6.7% | -2.1% |
| 6M | +1.9% | -5.4% | +7.3% | +2.3% |
| YTD | +18.2% | +6.6% | +11.6% | +16.7% |
| 1Y | +24.7% | -8.8% | +33.5% | +25.5% |
| 3Y | +150.7% | +54.1% | +96.6% | +132.9% |
| 5Y | +127.0% | +144.5% | -17.4% | +95.9% |
| 10Y | +295.5% | +569.4% | -274.0% | +196.1% |
| All | +4,316.7% | +11,456.8% | -7,140.0% | +1,981.0% |
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