-14.9%
BAX vs PHM
+70.2%
-85.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +1.4% |
| 7D | +9.0% | +3.5% | +5.5% | +7.4% |
| 30D | +8.5% | +21.2% | -12.7% | +0.1% |
| 3M | -4.1% | +2.5% | -6.6% | -5.4% |
| 6M | +46.9% | +16.1% | +30.8% | +37.7% |
| YTD | +38.4% | +16.6% | +21.8% | +29.6% |
| 1Y | +47.0% | +14.4% | +32.6% | +38.4% |
| 3Y | -14.9% | +71.9% | -86.8% | -29.1% |
| All | -14.9% | +70.2% | -85.2% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling