+509.1%
FAST vs PHM
+572.0%
-62.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | -0.4% | -3.2% | +2.8% | +0.6% |
| 30D | -0.8% | -6.4% | +5.7% | +1.1% |
| 3M | +5.8% | +5.5% | +0.3% | +3.7% |
| 6M | +8.0% | -5.4% | +13.4% | +9.2% |
| YTD | +25.6% | +6.6% | +19.0% | +22.5% |
| 1Y | +0.8% | -8.8% | +9.7% | +2.5% |
| 3Y | +86.1% | +54.1% | +32.0% | +57.6% |
| 5Y | +100.2% | +144.5% | -44.3% | +43.1% |
| All | +509.1% | +572.0% | -62.9% | +221.0% |
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 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