+105.3%
FAST vs PHM
+158.6%
-53.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | +4.2% | -4.1% | +8.3% | +5.5% |
| 30D | +6.7% | +16.1% | -9.5% | +1.4% |
| 3M | +8.0% | -2.5% | +10.5% | +8.4% |
| 6M | +27.4% | +12.9% | +14.5% | +21.4% |
| YTD | +40.5% | +9.0% | +31.5% | +35.1% |
| 1Y | +38.4% | +8.2% | +30.2% | +33.2% |
| 3Y | +98.7% | +58.4% | +40.2% | +61.6% |
| All | +105.3% | +158.6% | -53.3% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling