+195.1%
FN vs PHM
+166.0%
+29.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.9% | -0.9% | -3.6% |
| 7D | -4.1% | +2.9% | -7.0% | -5.0% |
| 30D | -28.3% | +16.5% | -44.8% | -32.2% |
| 3M | -33.9% | +0.6% | -34.5% | -34.6% |
| 6M | -43.9% | +11.6% | -55.5% | -47.2% |
| YTD | -23.4% | +12.1% | -35.5% | -28.8% |
| 1Y | -25.4% | +9.6% | -35.0% | -30.1% |
| 3Y | +107.9% | +62.3% | +45.6% | +56.2% |
| 5Y | +195.1% | +170.4% | +24.7% | +65.3% |
| All | +195.1% | +166.0% | +29.0% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling