-62.5%
BAX vs PHM
+180.8%
-243.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +1.6% |
| 7D | +9.0% | +3.5% | +5.5% | +7.8% |
| 30D | +8.5% | +21.2% | -12.7% | +1.7% |
| 3M | -4.1% | +2.5% | -6.6% | -5.2% |
| 6M | +46.9% | +16.1% | +30.8% | +39.6% |
| YTD | +38.4% | +16.6% | +21.8% | +31.4% |
| 1Y | +47.0% | +14.4% | +32.6% | +40.2% |
| 3Y | -14.9% | +71.9% | -86.8% | -27.8% |
| 5Y | -62.5% | +174.3% | -236.8% | -73.5% |
| All | -62.5% | +180.8% | -243.3% | -73.5% |
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