+20.3%
BABA vs PHM
+725.2%
-704.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.2% | +1.7% |
| 7D | +11.6% | +6.2% | +5.4% | +10.0% |
| 30D | +2.3% | +17.9% | -15.7% | -1.8% |
| 3M | -13.7% | +2.5% | -16.2% | -14.5% |
| 6M | -21.9% | +10.8% | -32.7% | -24.6% |
| YTD | -24.6% | +13.7% | -38.4% | -28.0% |
| 1Y | -34.1% | +12.4% | -46.5% | -37.1% |
| 3Y | +36.3% | +65.6% | -29.4% | +15.5% |
| 5Y | -26.7% | +175.3% | -202.1% | -47.1% |
| All | +20.3% | +725.2% | -704.9% | -35.7% |
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 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