+476.4%
BHP vs PHM
+568.1%
-91.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.7% |
| 7D | -3.6% | -5.0% | +1.4% | -2.2% |
| 30D | -1.2% | -8.4% | +7.3% | +1.3% |
| 3M | +1.2% | -4.4% | +5.6% | +2.0% |
| 6M | +21.4% | -3.7% | +25.1% | +22.1% |
| YTD | +50.4% | +1.3% | +49.1% | +48.4% |
| 1Y | +67.5% | -14.0% | +81.5% | +72.9% |
| 3Y | +72.8% | +48.1% | +24.7% | +47.8% |
| 5Y | +112.6% | +158.8% | -46.2% | +47.9% |
| All | +476.4% | +568.1% | -91.7% | +179.9% |
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