+1,645.8%
FLUT vs PHM
+1,402.9%
+242.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -0.7% | -4.1% | +3.4% | -0.4% |
| 30D | +9.3% | +16.1% | -6.9% | +8.0% |
| 3M | -17.5% | -2.5% | -15.0% | -17.3% |
| 6M | -14.6% | +12.9% | -27.5% | -15.4% |
| YTD | -62.3% | +9.0% | -71.3% | -62.6% |
| 1Y | -59.6% | +8.2% | -67.8% | -60.0% |
| 3Y | -45.3% | +58.4% | -103.7% | -47.3% |
| 5Y | -50.4% | +159.2% | -209.6% | -53.9% |
| 10Y | -26.8% | +676.9% | -703.7% | -35.2% |
| All | +1,645.8% | +1,402.9% | +242.9% | +1,411.5% |
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