+4.7%
FAST vs PHM
-13.4%
+18.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.7% |
| 7D | +1.3% | -2.5% | +3.8% | +2.1% |
| 30D | -4.7% | -9.7% | +4.9% | -1.5% |
| 3M | +7.9% | +2.2% | +5.7% | +6.4% |
| 6M | +7.4% | -5.7% | +13.1% | +8.6% |
| YTD | +25.1% | +2.8% | +22.2% | +23.4% |
| 1Y | +4.7% | -14.4% | +19.1% | +3.7% |
| All | +4.7% | -13.4% | +18.1% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling