Regression from Jul 2011 - Aug 2014

Rm-Rf SMB HML Alpha R2
1.50 0.47 0.22 -8.23% 0.912
Standard error 0.1094 0.2086 0.2184 0.0036
t-statistics 13.70 2.24 1.02 -1.90

Fund Profile

Symbol SPHB
Issuer PowerShares
Type ETF
Region USA
Style Mid Value

Rolling Charts:


Fund Returns from Jul 2011 - Aug 2014

Month RaR Rm-Rf SMB HML Rf
201107 -3.88 -2.34 -1.40 -1.20 0.00
201108 -13.58 -6.00 -3.30 -1.56 0.01
201109 -14.81 -7.60 -3.68 -1.06 0.00
201110 19.13 11.34 3.58 -0.90 0.00
201111 -1.67 -0.26 -0.26 -0.17 0.00
201112 -2.45 0.74 -0.57 1.53 0.00
201201 10.74 5.06 2.52 -2.13 0.00
201202 5.02 4.43 -1.65 0.04 0.00
201203 0.52 3.11 -0.23 -0.07 0.00
201204 -3.26 -0.84 -0.61 -0.20 0.00
201205 -13.16 -6.20 -0.10 0.10 0.01
201206 3.94 3.88 0.82 0.46 0.00
201207 -0.43 0.79 -2.59 0.02 0.00
201208 5.10 2.56 0.72 0.59 0.01
201209 3.73 2.74 0.49 1.57 0.01
201210 -1.28 -1.75 -1.07 4.17 0.01
201211 1.84 0.77 0.67 -1.10 0.01
201212 5.87 1.18 1.66 3.28 0.01
201301 7.63 5.58 0.49 1.35 0.00
201302 -1.76 1.28 -0.38 0.31 0.00
201303 3.32 4.03 0.84 -0.06 0.00
201304 -0.38 1.56 -2.43 0.36 0.00
201305 7.01 2.81 1.93 1.31 0.00
201306 -2.50 -1.21 1.23 -0.45 0.00
201307 5.54 5.65 1.85 0.79 0.00
201308 -2.20 -2.69 0.28 -2.46 0.00
201309 5.64 3.76 2.85 -1.51 0.00
201310 5.60 4.17 -1.52 1.39 0.00
201311 3.04 3.12 1.32 -0.38 0.00
201312 4.39 2.81 -0.44 -0.17 0.00
201401 -3.65 -3.26 0.85 -1.83 0.00
201402 5.70 4.65 0.27 -0.48 0.00
201403 0.23 0.41 -1.81 4.72 0.00
201404 0.16 -0.14 -4.23 1.57 0.00
201405 2.25 2.06 -1.88 -0.40 0.00
201406 4.62 2.59 2.98 -0.63 0.00
201407 -2.86 -2.05 -4.28 0.03 0.00
201408 5.51 4.23 0.49 -0.75 0.00

Other Funds


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