+102.0%
FTI vs PHM
-6.9%
+109.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +5.3% | -3.2% | +8.5% | +5.2% |
| 30D | +15.3% | -6.4% | +21.8% | +15.2% |
| 3M | +15.8% | +5.5% | +10.3% | +14.9% |
| 6M | +22.6% | -5.4% | +28.0% | +23.3% |
| YTD | +79.5% | +6.6% | +73.0% | +76.1% |
| 1Y | +102.0% | -8.8% | +110.9% | +97.5% |
| All | +102.0% | -6.9% | +109.0% | +97.5% |
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