+51.8%
BEN vs PHM
+557.7%
-505.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.5% |
| 7D | +0.3% | -6.4% | +6.7% | +2.9% |
| 30D | +0.9% | -12.1% | +13.0% | +6.0% |
| 3M | +9.2% | -1.5% | +10.7% | +8.9% |
| 6M | +36.8% | -6.0% | +42.8% | +38.6% |
| YTD | +44.4% | -0.3% | +44.7% | +42.2% |
| 1Y | +45.8% | -13.3% | +59.2% | +51.3% |
| 3Y | +52.5% | +47.6% | +5.0% | +24.1% |
| 5Y | +37.7% | +154.7% | -117.0% | -11.9% |
| All | +51.8% | +557.7% | -505.9% | -29.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling