+2,625.3%
FN vs PHM
+1,675.1%
+950.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -0.6% | -13.6% | -14.1% |
| 7D | -16.0% | +8.7% | -24.7% | -18.6% |
| 30D | -40.1% | +16.4% | -56.5% | -43.6% |
| 3M | -43.9% | +1.8% | -45.7% | -44.9% |
| 6M | -55.6% | +15.1% | -70.7% | -58.6% |
| YTD | -35.7% | +16.0% | -51.7% | -40.6% |
| 1Y | -39.8% | +14.1% | -53.9% | -44.2% |
| 3Y | +80.3% | +65.9% | +14.4% | +43.0% |
| 5Y | +143.3% | +180.9% | -37.6% | +57.4% |
| 10Y | +682.3% | +730.3% | -48.0% | +223.2% |
| All | +2,625.3% | +1,675.1% | +950.2% | +585.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling