+590.1%
EWT vs PHM
+2,654.6%
-2,064.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.3% |
| 7D | +1.6% | -2.5% | +4.1% | +2.2% |
| 30D | +8.2% | -9.7% | +17.9% | +10.7% |
| 3M | +11.1% | +2.2% | +8.8% | +10.0% |
| 6M | +60.4% | -5.7% | +66.1% | +61.8% |
| YTD | +75.6% | +2.8% | +72.7% | +73.0% |
| 1Y | +91.3% | -14.4% | +105.7% | +96.3% |
| 3Y | +200.3% | +52.2% | +148.1% | +163.3% |
| 5Y | +156.4% | +154.3% | +2.1% | +94.6% |
| 10Y | +495.8% | +545.9% | -50.1% | +240.2% |
| All | +590.1% | +2,654.6% | -2,064.4% | +111.9% |
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