+21.9%
BABA vs PHM
+59.1%
-37.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.0% | -5.0% | -6.7% |
| 7D | -12.7% | -6.1% | -6.6% | -11.7% |
| 30D | -14.9% | +13.7% | -28.6% | -16.9% |
| 3M | -24.6% | -1.5% | -23.1% | -24.5% |
| 6M | -29.3% | +11.3% | -40.6% | -31.6% |
| YTD | -35.0% | +8.9% | -44.0% | -37.1% |
| 1Y | -39.7% | +6.1% | -45.8% | -41.4% |
| All | +21.9% | +59.1% | -37.2% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling