-22.4%
BA vs PHM
+160.8%
-183.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.1% |
| 7D | -0.6% | -6.1% | +5.6% | +1.4% |
| 30D | -8.0% | +13.7% | -21.7% | -12.1% |
| 3M | -25.8% | -1.5% | -24.3% | -25.7% |
| 6M | -27.6% | +11.3% | -38.8% | -30.6% |
| YTD | -21.0% | +8.9% | -29.9% | -24.0% |
| 1Y | -12.3% | +6.1% | -18.3% | -15.2% |
| 3Y | -12.8% | +57.7% | -70.4% | -31.2% |
| 5Y | -22.4% | +159.0% | -181.3% | -55.5% |
| All | -22.4% | +160.8% | -183.2% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling