+6,970.9%
BHP vs PHM
+11,720.3%
-4,749.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -0.5% | -4.1% | +3.6% | +0.5% |
| 30D | -4.5% | +16.1% | -20.7% | -8.2% |
| 3M | -6.9% | -2.5% | -4.4% | -6.6% |
| 6M | -10.6% | +12.9% | -23.5% | -13.7% |
| YTD | +37.2% | +9.0% | +28.2% | +33.0% |
| 1Y | +48.0% | +8.2% | +39.9% | +43.6% |
| 3Y | +52.6% | +58.4% | -5.9% | +32.3% |
| 5Y | +116.5% | +159.2% | -42.7% | +62.0% |
| 10Y | +334.9% | +676.9% | -341.9% | +137.1% |
| All | +6,970.9% | +11,720.3% | -4,749.4% | +2,612.9% |
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 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