-39.8%
BABA vs PHM
+158.6%
-198.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -13.8% | -4.1% | -9.6% | -12.7% |
| 30D | -15.1% | +16.1% | -31.3% | -18.9% |
| 3M | -22.7% | -2.5% | -20.2% | -22.4% |
| 6M | -34.7% | +12.9% | -47.6% | -38.0% |
| YTD | -35.0% | +9.0% | -44.0% | -38.1% |
| 1Y | -40.4% | +8.2% | -48.6% | -43.3% |
| 3Y | +21.9% | +58.4% | -36.5% | -3.8% |
| All | -39.8% | +158.6% | -198.4% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling