-66.9%
BAX vs PHM
+152.9%
-219.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.5% | -0.2% | -2.6% |
| 7D | -2.4% | -2.5% | +0.1% | -1.6% |
| 30D | -9.7% | -9.7% | -0.1% | -6.8% |
| 3M | +29.3% | +2.2% | +27.0% | +28.4% |
| 6M | +40.7% | -5.7% | +46.3% | +43.0% |
| YTD | +30.3% | +2.8% | +27.4% | +29.2% |
| 1Y | +3.4% | -14.4% | +17.8% | +7.6% |
| 3Y | -32.0% | +52.2% | -84.2% | -39.7% |
| 5Y | -66.9% | +154.3% | -221.1% | -75.2% |
| All | -66.9% | +152.9% | -219.7% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling