+2,112.4%
FTI vs PHM
+1,426.0%
+686.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -1.1% |
| 7D | -0.2% | -2.5% | +2.3% | +0.5% |
| 30D | +12.3% | -9.7% | +22.0% | +15.5% |
| 3M | +13.8% | +2.2% | +11.5% | +12.0% |
| 6M | +24.3% | -5.7% | +30.0% | +24.6% |
| YTD | +75.8% | +2.8% | +72.9% | +71.2% |
| 1Y | +99.6% | -14.4% | +114.1% | +104.6% |
| 3Y | +278.4% | +52.2% | +226.2% | +217.4% |
| 5Y | +1,168.7% | +154.3% | +1,014.4% | +779.2% |
| 10Y | +297.5% | +545.9% | -248.3% | +102.3% |
| All | +2,112.4% | +1,426.0% | +686.4% | +544.1% |
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