+547.9%
FAST vs PHM
+746.3%
-198.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +2.2% |
| 7D | +3.8% | +3.5% | +0.3% | +2.7% |
| 30D | +8.1% | +21.2% | -13.1% | +1.9% |
| 3M | +5.8% | +2.5% | +3.3% | +4.6% |
| 6M | +24.9% | +16.1% | +8.8% | +18.6% |
| YTD | +38.9% | +16.6% | +22.3% | +31.5% |
| 1Y | +36.5% | +14.4% | +22.0% | +29.7% |
| 3Y | +98.1% | +71.9% | +26.3% | +62.7% |
| 5Y | +109.3% | +174.3% | -65.0% | +44.7% |
| 10Y | +547.9% | +744.0% | -196.1% | +224.6% |
| All | +547.9% | +746.3% | -198.4% | +224.6% |
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