+7,943.2%
BHP vs PHM
+11,456.8%
-3,513.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | -2.9% | -3.2% | +0.3% | -2.1% |
| 30D | +3.4% | -6.4% | +9.8% | +5.0% |
| 3M | +4.1% | +5.5% | -1.4% | +2.3% |
| 6M | +20.6% | -5.4% | +26.0% | +21.8% |
| YTD | +56.1% | +6.6% | +49.5% | +52.6% |
| 1Y | +69.6% | -8.8% | +78.4% | +71.8% |
| 3Y | +78.8% | +54.1% | +24.7% | +56.3% |
| 5Y | +113.1% | +144.5% | -31.4% | +62.0% |
| 10Y | +505.9% | +569.4% | -63.5% | +242.9% |
| All | +7,943.2% | +11,456.8% | -3,513.6% | +3,012.2% |
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