-35.9%
BABA vs PHM
+14.7%
-50.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.6% | -6.3% | -3.8% |
| 7D | +3.8% | +3.5% | +0.3% | +3.6% |
| 30D | -5.4% | +21.2% | -26.6% | -5.8% |
| 3M | -17.9% | +2.5% | -20.4% | -18.1% |
| 6M | -24.1% | +16.1% | -40.2% | -25.4% |
| YTD | -27.4% | +16.6% | -44.1% | -28.8% |
| All | -35.9% | +14.7% | -50.6% | -37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling