-34.2%
BAX vs PHM
+684.3%
-718.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.9% |
| 7D | +3.6% | +2.9% | +0.7% | +2.9% |
| 30D | +8.5% | +16.5% | -8.0% | +4.5% |
| 3M | -4.9% | +0.6% | -5.5% | -5.3% |
| 6M | +47.0% | +11.6% | +35.4% | +43.0% |
| YTD | +38.4% | +12.1% | +26.3% | +34.6% |
| 1Y | +49.1% | +9.6% | +39.5% | +45.7% |
| 3Y | -14.9% | +62.3% | -77.2% | -23.6% |
| 5Y | -63.1% | +170.4% | -233.5% | -70.4% |
| All | -34.2% | +684.3% | -718.4% | -55.0% |
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 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