+28.1%
BA vs PHM
+746.3%
-718.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.1% | -1.8% |
| 7D | -1.7% | +3.5% | -5.2% | -3.4% |
| 30D | -9.5% | +21.2% | -30.6% | -17.6% |
| 3M | -26.5% | +2.5% | -28.9% | -27.8% |
| 6M | -27.4% | +16.1% | -43.5% | -33.1% |
| YTD | -20.6% | +16.6% | -37.2% | -27.5% |
| 1Y | -11.4% | +14.4% | -25.9% | -18.8% |
| 3Y | -10.8% | +71.9% | -82.7% | -38.0% |
| 5Y | -21.9% | +174.3% | -196.3% | -60.3% |
| 10Y | +28.1% | +744.0% | -715.9% | -59.9% |
| All | +28.1% | +746.3% | -718.2% | -59.9% |
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