+668.0%
BE vs PHM
+361.4%
+306.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -5.0% |
| 7D | +10.8% | -4.1% | +15.0% | +14.0% |
| 30D | -19.8% | +16.1% | -35.9% | -28.9% |
| 3M | -18.7% | -2.5% | -16.2% | -19.2% |
| 6M | -33.7% | +12.9% | -46.7% | -41.4% |
| YTD | +121.0% | +9.0% | +111.9% | +96.6% |
| 1Y | +85.4% | +8.2% | +77.2% | +64.0% |
| 3Y | +1,709.5% | +58.4% | +1,651.1% | +1,030.4% |
| 5Y | +462.2% | +159.2% | +303.0% | +134.5% |
| All | +668.0% | +361.4% | +306.5% | +83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling