-0.9%
BA vs PHM
+145.9%
-146.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.2% | -3.2% | +4.3% | +2.3% |
| 30D | -11.6% | -6.4% | -5.2% | -9.7% |
| 3M | -2.4% | +5.5% | -7.9% | -4.4% |
| 6M | -6.6% | -5.4% | -1.2% | -5.4% |
| YTD | -2.2% | +6.6% | -8.8% | -5.0% |
| 1Y | -8.0% | -8.8% | +0.8% | -6.4% |
| 3Y | -5.0% | +54.1% | -59.1% | -24.6% |
| All | -0.9% | +145.9% | -146.9% | -39.5% |
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