+200.3%
FXI vs PHM
+506.6%
-306.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.7% |
| 7D | -4.2% | -6.1% | +1.9% | -2.5% |
| 30D | -2.0% | +13.7% | -15.7% | -5.7% |
| 3M | -5.0% | -1.5% | -3.4% | -4.9% |
| 6M | -9.6% | +11.3% | -20.9% | -13.3% |
| YTD | -11.9% | +8.9% | -20.8% | -15.4% |
| 1Y | -16.7% | +6.1% | -22.7% | -19.5% |
| 3Y | +40.6% | +57.7% | -17.0% | +17.8% |
| 5Y | -9.1% | +159.0% | -168.0% | -36.0% |
| 10Y | +18.4% | +676.2% | -657.8% | -45.7% |
| All | +200.3% | +506.6% | -306.4% | +6.2% |
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