+1.3%
BBY vs PHM
+156.2%
-154.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +2.3% |
| 7D | +0.6% | -5.0% | +5.6% | +3.1% |
| 30D | +9.4% | -8.4% | +17.8% | +14.2% |
| 3M | +19.3% | -4.4% | +23.8% | +21.5% |
| 6M | +47.9% | -3.7% | +51.7% | +49.0% |
| YTD | +39.6% | +1.3% | +38.3% | +36.2% |
| 1Y | +22.2% | -14.0% | +36.2% | +29.4% |
| 3Y | +45.0% | +48.1% | -3.1% | +10.4% |
| All | +1.3% | +156.2% | -154.9% | -49.0% |
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