+15.8%
BABA vs PHM
+746.3%
-730.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.6% | -6.3% | -4.3% |
| 7D | +3.8% | +3.5% | +0.3% | +2.9% |
| 30D | -5.4% | +21.2% | -26.6% | -9.8% |
| 3M | -17.9% | +2.5% | -20.4% | -18.7% |
| 6M | -24.1% | +16.1% | -40.2% | -27.5% |
| YTD | -27.4% | +16.6% | -44.1% | -31.2% |
| 1Y | -36.1% | +14.4% | -50.5% | -39.2% |
| 3Y | +35.4% | +71.9% | -36.5% | +13.6% |
| 5Y | -30.1% | +174.3% | -204.4% | -49.5% |
| 10Y | +15.8% | +744.0% | -728.2% | -38.5% |
| All | +15.8% | +746.3% | -730.5% | -38.5% |
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 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