+693.0%
FN vs PHM
+670.5%
+22.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.1% | -7.4% | -7.3% |
| 7D | +0.3% | -4.1% | +4.4% | +1.7% |
| 30D | -16.5% | +16.1% | -32.7% | -21.2% |
| 3M | -42.1% | -2.5% | -39.6% | -42.2% |
| 6M | -52.9% | +12.9% | -65.8% | -55.8% |
| YTD | -28.0% | +9.0% | -37.0% | -32.2% |
| 1Y | -18.5% | +8.2% | -26.7% | -23.2% |
| 3Y | +93.9% | +58.4% | +35.4% | +55.0% |
| 5Y | +170.5% | +159.2% | +11.3% | +77.4% |
| All | +693.0% | +670.5% | +22.4% | +220.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling