+2,054.3%
FLUT vs PHM
+1,369.4%
+684.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -1.6% | -3.2% | +1.5% | -1.4% |
| 30D | +7.7% | -6.4% | +14.2% | +8.3% |
| 3M | -0.7% | +5.5% | -6.2% | -1.1% |
| 6M | -11.2% | -5.4% | -5.7% | -10.9% |
| YTD | -53.4% | +6.6% | -60.0% | -53.8% |
| 1Y | -65.8% | -8.8% | -56.9% | -65.6% |
| 3Y | -44.9% | +54.1% | -99.0% | -46.9% |
| 5Y | -49.7% | +144.5% | -194.2% | -53.1% |
| 10Y | -9.7% | +569.4% | -579.1% | -19.6% |
| All | +2,054.3% | +1,369.4% | +684.8% | +1,769.0% |
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