+1,821.9%
BA vs PHM
+11,456.8%
-9,634.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.2% | -3.2% | +4.3% | +2.0% |
| 30D | -11.6% | -6.4% | -5.2% | -10.1% |
| 3M | -2.4% | +5.5% | -7.9% | -3.9% |
| 6M | -6.6% | -5.4% | -1.2% | -5.5% |
| YTD | -2.2% | +6.6% | -8.8% | -4.3% |
| 1Y | -8.0% | -8.8% | +0.8% | -6.6% |
| 3Y | -5.0% | +54.1% | -59.1% | -18.0% |
| 5Y | -2.7% | +144.5% | -147.2% | -26.6% |
| 10Y | +75.9% | +569.4% | -493.5% | +3.7% |
| All | +1,821.9% | +11,456.8% | -9,634.8% | +378.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling