+578.0%
FE vs PHM
+3,446.8%
-2,868.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | -0.2% |
| 7D | 0.0% | +6.2% | -6.2% | -0.9% |
| 30D | +5.2% | +17.9% | -12.8% | +2.7% |
| 3M | 0.0% | +2.5% | -2.5% | -0.5% |
| 6M | +5.0% | +10.8% | -5.8% | +3.2% |
| YTD | +7.9% | +13.7% | -5.8% | +5.3% |
| 1Y | +6.3% | +12.4% | -6.0% | +3.9% |
| 3Y | +46.0% | +65.6% | -19.6% | +33.2% |
| 5Y | +45.6% | +175.3% | -129.7% | +21.8% |
| 10Y | +109.3% | +713.9% | -604.6% | +46.7% |
| All | +578.0% | +3,446.8% | -2,868.8% | +249.7% |
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 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