+175.5%
EXE vs PHM
+149.1%
+26.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.5% |
| 7D | -2.2% | -6.4% | +4.2% | -1.5% |
| 30D | -0.8% | -12.1% | +11.3% | +0.7% |
| 3M | +10.0% | -1.5% | +11.6% | +9.9% |
| 6M | -6.3% | -6.0% | -0.3% | -6.1% |
| YTD | -10.7% | -0.3% | -10.4% | -11.6% |
| 1Y | +2.7% | -13.3% | +16.0% | +3.8% |
| 3Y | +19.1% | +47.6% | -28.5% | +6.1% |
| 5Y | +105.4% | +154.7% | -49.3% | +57.1% |
| All | +175.5% | +149.1% | +26.4% | +112.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling