+11,095.6%
PHM vs FHN
+1,824.4%
+9,271.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.2% | +1.2% | -4.4% | -3.7% |
| 30D | -6.4% | -4.7% | -1.7% | -4.5% |
| 3M | +5.5% | +3.5% | +1.9% | +3.8% |
| 6M | -5.4% | +7.8% | -13.3% | -8.5% |
| YTD | +6.6% | +5.9% | +0.7% | +3.6% |
| 1Y | -8.8% | +12.5% | -21.3% | -14.3% |
| 3Y | +54.1% | +117.2% | -63.1% | +3.6% |
| 5Y | +144.5% | +86.5% | +57.9% | +57.0% |
| 10Y | +569.4% | +125.7% | +443.7% | +241.7% |
| All | +11,095.6% | +1,824.4% | +9,271.2% | +1,865.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling