+90.3%
FOXA vs PHM
+359.8%
-269.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.7% |
| 7D | -0.6% | -2.5% | +1.9% | +0.1% |
| 30D | +2.3% | -9.7% | +12.0% | +5.3% |
| 3M | -2.8% | +2.2% | -5.1% | -3.9% |
| 6M | +9.6% | -5.7% | +15.3% | +10.6% |
| YTD | -9.9% | +2.8% | -12.7% | -11.8% |
| 1Y | +5.4% | -14.4% | +19.8% | +8.7% |
| 3Y | +115.3% | +52.2% | +63.1% | +78.7% |
| 5Y | +93.1% | +154.3% | -61.2% | +29.6% |
| All | +90.3% | +359.8% | -269.5% | -1.2% |
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