+38.3%
BAX vs PHM
+7.4%
+30.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +0.1% | -4.1% | +4.2% | +2.2% |
| 30D | +4.1% | +16.1% | -12.1% | -4.7% |
| 3M | -4.5% | -2.5% | -2.0% | -3.5% |
| 6M | +49.2% | +12.9% | +36.3% | +37.4% |
| YTD | +35.2% | +9.0% | +26.2% | +27.1% |
| 1Y | +38.3% | +8.2% | +30.1% | +30.3% |
| All | +38.3% | +7.4% | +30.9% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling