-83.1%
FRMI vs PHM
-10.6%
-72.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.5% | +1.7% |
| 7D | +7.4% | -5.0% | +12.4% | +8.5% |
| 30D | -27.6% | -8.4% | -19.2% | -26.2% |
| 3M | -20.9% | -4.4% | -16.4% | -20.4% |
| 6M | -36.6% | -3.7% | -32.9% | -37.4% |
| YTD | -31.3% | +1.3% | -32.5% | -32.7% |
| All | -83.1% | -10.6% | -72.5% | -83.2% |
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 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