-63.2%
FLUT vs PHM
+16.2%
-79.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.2% | -9.5% | -4.6% |
| 7D | +4.2% | +13.6% | -9.4% | 0.0% |
| 30D | +8.0% | +19.3% | -11.3% | +2.0% |
| 3M | -22.1% | +3.5% | -25.6% | -23.7% |
| 6M | -21.7% | +18.6% | -40.3% | -25.9% |
| YTD | -62.0% | +16.7% | -78.7% | -65.8% |
| 1Y | -63.2% | +14.6% | -77.8% | -67.1% |
| All | -63.2% | +16.2% | -79.4% | -67.1% |
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