+73.2%
BHP vs PHM
+47.0%
+26.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.1% | -3.2% | -4.7% |
| 7D | -3.7% | -6.4% | +2.6% | -2.0% |
| 30D | -0.8% | -12.1% | +11.2% | +2.7% |
| 3M | +7.6% | -1.5% | +9.1% | +7.5% |
| 6M | +20.8% | -6.0% | +26.8% | +22.0% |
| YTD | +50.8% | -0.3% | +51.1% | +49.2% |
| 1Y | +70.9% | -13.3% | +84.3% | +75.4% |
| All | +73.2% | +47.0% | +26.2% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling