+875.9%
BAX vs PHM
+11,456.8%
-10,580.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -1.1% | -3.2% | +2.0% | -0.7% |
| 30D | -5.5% | -6.4% | +1.0% | -4.6% |
| 3M | +33.5% | +5.5% | +28.0% | +32.6% |
| 6M | +35.9% | -5.4% | +41.3% | +37.0% |
| YTD | +35.4% | +6.6% | +28.8% | +34.2% |
| 1Y | +9.8% | -8.8% | +18.6% | +11.1% |
| 3Y | -32.7% | +54.1% | -86.8% | -36.9% |
| 5Y | -65.6% | +144.5% | -210.0% | -69.9% |
| 10Y | -34.9% | +569.4% | -604.3% | -51.4% |
| All | +875.9% | +11,456.8% | -10,580.8% | +298.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling