-17.9%
FN vs PHM
+7.9%
-25.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.7% | +5.8% |
| 7D | +8.0% | -4.8% | +12.8% | +7.2% |
| 30D | -19.1% | +16.5% | -35.7% | -18.1% |
| 3M | -29.8% | -2.0% | -27.8% | -29.0% |
| 6M | -43.2% | +12.7% | -55.8% | -43.3% |
| YTD | -18.9% | +11.2% | -30.1% | -20.9% |
| 1Y | -17.9% | +7.7% | -25.6% | -18.3% |
| All | -17.9% | +7.9% | -25.8% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling