+897.8%
BAX vs PHM
+12,545.8%
-11,648.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +2.0% |
| 7D | +9.0% | +3.5% | +5.5% | +8.5% |
| 30D | +8.5% | +21.2% | -12.7% | +5.5% |
| 3M | -4.1% | +2.5% | -6.6% | -4.6% |
| 6M | +46.9% | +16.1% | +30.8% | +43.8% |
| YTD | +38.4% | +16.6% | +21.8% | +35.4% |
| 1Y | +47.0% | +14.4% | +32.6% | +44.1% |
| 3Y | -14.9% | +71.9% | -86.8% | -21.4% |
| 5Y | -62.5% | +174.3% | -236.8% | -67.8% |
| 10Y | -33.9% | +744.0% | -777.9% | -52.1% |
| All | +897.8% | +12,545.8% | -11,648.0% | +301.7% |
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