+557.2%
PHM vs FHN
+128.3%
+428.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -5.0% | -1.2% | -3.8% | -4.6% |
| 30D | -8.4% | -4.8% | -3.6% | -6.9% |
| 3M | -4.4% | -0.7% | -3.7% | -4.2% |
| 6M | -3.7% | +10.6% | -14.4% | -6.9% |
| YTD | +1.3% | +4.6% | -3.3% | -0.4% |
| 1Y | -14.0% | +11.4% | -25.4% | -17.5% |
| 3Y | +48.1% | +132.3% | -84.1% | +8.4% |
| 5Y | +158.8% | +90.2% | +68.6% | +84.4% |
| All | +557.2% | +128.3% | +428.9% | +265.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 10y: compounded portfolio wealth divided by compounded FHN 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…
10y analysis · Full analysis span regression · 6 months rolling