+546.9%
PHM vs FHN
+129.4%
+417.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.9% | -2.4% |
| 7D | -6.4% | -0.8% | -5.6% | -6.1% |
| 30D | -12.1% | -2.6% | -9.5% | -11.4% |
| 3M | -1.5% | +0.8% | -2.4% | -1.9% |
| 6M | -6.0% | +9.2% | -15.2% | -8.7% |
| YTD | -0.3% | +5.1% | -5.4% | -2.1% |
| 1Y | -13.3% | +12.2% | -25.6% | -17.1% |
| 3Y | +47.6% | +132.4% | -84.8% | +8.0% |
| 5Y | +154.7% | +91.1% | +63.6% | +81.3% |
| All | +546.9% | +129.4% | +417.5% | +259.4% |
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