+5,308.1%
BDX vs PHM
+11,456.8%
-6,148.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.5% | -3.2% | +0.7% | -2.1% |
| 30D | +8.3% | -6.4% | +14.7% | +9.2% |
| 3M | +24.4% | +5.5% | +18.9% | +23.5% |
| 6M | +9.2% | -5.4% | +14.6% | +9.8% |
| YTD | +22.7% | +6.6% | +16.1% | +21.4% |
| 1Y | +25.9% | -8.8% | +34.7% | +27.0% |
| 3Y | -10.5% | +54.1% | -64.6% | -16.4% |
| 5Y | +1.9% | +144.5% | -142.6% | -11.5% |
| 10Y | +58.7% | +569.4% | -510.7% | +16.9% |
| All | +5,308.1% | +11,456.8% | -6,148.7% | +2,077.3% |
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