+15.9%
ABNB vs PHM
+195.3%
-179.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +1.0% | -0.2% |
| 7D | -9.5% | -6.4% | -3.1% | -6.7% |
| 30D | -9.4% | -12.1% | +2.7% | -3.8% |
| 3M | +29.9% | -1.5% | +31.4% | +30.6% |
| 6M | +26.6% | -6.0% | +32.6% | +29.5% |
| YTD | +23.5% | -0.3% | +23.8% | +22.0% |
| 1Y | +35.8% | -13.3% | +49.2% | +42.6% |
| 3Y | +15.0% | +47.6% | -32.6% | -13.4% |
| 5Y | +1.5% | +154.7% | -153.2% | -45.9% |
| All | +15.9% | +195.3% | -179.4% | -44.9% |
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