+29.1%
ABNB vs PHM
+222.9%
-193.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | -1.7% | -4.1% | +2.4% | +0.2% |
| 30D | +11.8% | +16.1% | -4.3% | +4.0% |
| 3M | +0.9% | -2.5% | +3.4% | +1.6% |
| 6M | +40.5% | +12.9% | +27.6% | +31.8% |
| YTD | +37.6% | +9.0% | +28.6% | +29.8% |
| 1Y | +54.1% | +8.2% | +46.0% | +45.6% |
| 3Y | +56.8% | +58.4% | -1.7% | +14.2% |
| 5Y | -9.6% | +159.2% | -168.7% | -52.6% |
| All | +29.1% | +222.9% | -193.8% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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