+911.5%
BE vs PHM
+351.2%
+560.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.2% | +7.3% |
| 7D | +20.0% | -3.2% | +23.2% | +22.5% |
| 30D | +7.9% | -6.4% | +14.3% | +12.3% |
| 3M | -13.2% | +5.5% | -18.7% | -18.1% |
| 6M | +53.5% | -5.4% | +58.9% | +55.6% |
| YTD | +191.0% | +6.6% | +184.4% | +168.6% |
| 1Y | +360.5% | -8.8% | +369.4% | +366.9% |
| 3Y | +1,568.0% | +54.1% | +1,513.9% | +978.6% |
| 5Y | +1,055.2% | +144.5% | +910.7% | +411.3% |
| All | +911.5% | +351.2% | +560.3% | +151.3% |
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