-29.9%
BAX vs PHM
+61.0%
-90.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -1.1% | -3.2% | +2.0% | +0.1% |
| 30D | -5.5% | -6.4% | +1.0% | -3.0% |
| 3M | +33.5% | +5.5% | +28.0% | +30.7% |
| 6M | +35.9% | -5.4% | +41.3% | +38.0% |
| YTD | +35.4% | +6.6% | +28.8% | +32.1% |
| 1Y | +9.8% | -8.8% | +18.6% | +12.3% |
| All | -29.9% | +61.0% | -90.9% | -38.3% |
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 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