-38.3%
BAX vs PHM
+557.7%
-596.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.4% |
| 7D | -5.4% | -6.4% | +0.9% | -4.0% |
| 30D | -12.4% | -12.1% | -0.3% | -9.7% |
| 3M | +19.1% | -1.5% | +20.6% | +19.6% |
| 6M | +38.6% | -6.0% | +44.6% | +40.6% |
| YTD | +26.7% | -0.3% | +27.0% | +26.9% |
| 1Y | +1.0% | -13.3% | +14.4% | +4.1% |
| 3Y | -33.9% | +47.6% | -81.5% | -39.2% |
| 5Y | -67.0% | +154.7% | -221.8% | -73.1% |
| All | -38.3% | +557.7% | -596.0% | -58.2% |
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