+74,417.0%
FAST vs PHM
+12,230.3%
+62,186.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.7% |
| 7D | +2.1% | +6.2% | -4.1% | +0.4% |
| 30D | +6.9% | +17.9% | -11.1% | +2.1% |
| 3M | +4.8% | +2.5% | +2.3% | +3.7% |
| 6M | +19.8% | +10.8% | +9.0% | +15.9% |
| YTD | +34.9% | +13.7% | +21.2% | +29.3% |
| 1Y | +32.8% | +12.4% | +20.4% | +27.6% |
| 3Y | +93.7% | +65.6% | +28.1% | +64.9% |
| 5Y | +105.3% | +175.3% | -70.0% | +50.1% |
| 10Y | +595.4% | +713.9% | -118.6% | +261.8% |
| All | +74,417.0% | +12,230.3% | +62,186.6% | +16,379.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling