+860.4%
FN vs PHM
+572.0%
+288.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | -1.7% | -3.2% | +1.5% | -0.6% |
| 30D | -22.0% | -6.4% | -15.6% | -20.4% |
| 3M | -43.0% | +5.5% | -48.5% | -44.7% |
| 6M | -27.7% | -5.4% | -22.3% | -27.3% |
| YTD | -10.5% | +6.6% | -17.1% | -14.3% |
| 1Y | +12.5% | -8.8% | +21.3% | +13.3% |
| 3Y | +153.8% | +54.1% | +99.7% | +106.2% |
| 5Y | +288.0% | +144.5% | +143.5% | +160.9% |
| All | +860.4% | +572.0% | +288.4% | +341.0% |
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 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