+743.6%
FN vs PHM
+700.3%
+43.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.0% | +13.6% | +12.2% |
| 7D | 0.0% | +6.2% | -6.3% | -2.4% |
| 30D | -34.3% | +17.9% | -52.3% | -38.2% |
| 3M | -39.9% | +2.5% | -42.4% | -41.0% |
| 6M | -51.8% | +10.8% | -62.6% | -54.5% |
| YTD | -28.1% | +13.7% | -41.9% | -33.2% |
| 1Y | -29.1% | +12.4% | -41.4% | -33.9% |
| 3Y | +102.4% | +65.6% | +36.8% | +59.8% |
| 5Y | +171.7% | +175.3% | -3.7% | +75.2% |
| All | +743.6% | +700.3% | +43.2% | +264.6% |
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