+31.8%
BA vs PHM
+700.3%
-668.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.4% |
| 7D | +1.1% | +6.2% | -5.1% | -1.9% |
| 30D | -7.9% | +17.9% | -25.9% | -15.1% |
| 3M | -25.3% | +2.5% | -27.8% | -26.7% |
| 6M | -24.6% | +10.8% | -35.4% | -29.0% |
| YTD | -20.1% | +13.7% | -33.9% | -26.2% |
| 1Y | -11.8% | +12.4% | -24.1% | -18.4% |
| 3Y | -10.1% | +65.6% | -75.8% | -36.3% |
| 5Y | -22.7% | +175.3% | -198.1% | -60.9% |
| All | +31.8% | +700.3% | -668.6% | -57.6% |
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