+11,341.0%
PHM vs FHN
+1,718.9%
+9,622.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -6.1% | +1.3% | -7.4% | -6.6% |
| 30D | +13.7% | +2.8% | +10.9% | +12.5% |
| 3M | -1.5% | -8.9% | +7.4% | +2.7% |
| 6M | +11.3% | -0.7% | +12.0% | +11.7% |
| YTD | +8.9% | +0.1% | +8.9% | +8.7% |
| 1Y | +6.1% | +10.4% | -4.3% | +1.3% |
| 3Y | +57.7% | +128.8% | -71.1% | +3.8% |
| 5Y | +159.0% | +61.5% | +97.5% | +78.5% |
| 10Y | +676.2% | +83.0% | +593.1% | +340.9% |
| All | +11,341.0% | +1,718.9% | +9,622.2% | +1,962.6% |
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