+28.2%
BABA vs PHM
+652.1%
-624.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -4.8% | -3.2% | -1.6% | -4.0% |
| 30D | -11.9% | -6.4% | -5.5% | -10.5% |
| 3M | -9.3% | +5.5% | -14.8% | -11.2% |
| 6M | -14.2% | -5.4% | -8.8% | -13.9% |
| YTD | -22.0% | +6.6% | -28.6% | -24.3% |
| 1Y | -12.7% | -8.8% | -3.9% | -12.0% |
| 3Y | +26.7% | +54.1% | -27.5% | +8.9% |
| 5Y | -29.3% | +144.5% | -173.8% | -47.7% |
| 10Y | +21.2% | +569.4% | -548.2% | -35.3% |
| All | +28.2% | +652.1% | -624.0% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling