+154.3%
PHM vs FHN
+88.9%
+65.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.3% |
| 7D | -2.5% | +2.7% | -5.1% | -3.1% |
| 30D | -9.7% | -3.1% | -6.6% | -9.0% |
| 3M | +2.2% | +2.3% | -0.1% | +1.7% |
| 6M | -5.7% | +9.7% | -15.4% | -7.6% |
| YTD | +2.8% | +4.7% | -1.9% | +1.7% |
| 1Y | -14.4% | +13.8% | -28.2% | -17.1% |
| 3Y | +52.2% | +131.6% | -79.4% | +28.5% |
| 5Y | +154.3% | +91.1% | +63.1% | +102.8% |
| All | +154.3% | +88.9% | +65.3% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling