-33.1%
BAX vs PHM
+670.5%
-703.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.1% | -4.1% | +4.2% | +1.0% |
| 30D | +4.1% | +16.1% | -12.1% | +0.3% |
| 3M | -4.5% | -2.5% | -2.0% | -4.2% |
| 6M | +49.2% | +12.9% | +36.3% | +44.8% |
| YTD | +35.2% | +9.0% | +26.2% | +32.4% |
| 1Y | +38.3% | +8.2% | +30.1% | +35.5% |
| 3Y | -19.0% | +58.4% | -77.5% | -26.9% |
| 5Y | -64.2% | +159.2% | -223.4% | -71.0% |
| All | -33.1% | +670.5% | -703.7% | -54.8% |
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