+12,790.5%
BLK vs PHM
+2,645.7%
+10,144.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.8% |
| 7D | -2.7% | -3.9% | +1.2% | -1.4% |
| 30D | -4.8% | -8.6% | +3.8% | -2.0% |
| 3M | +6.5% | -2.9% | +9.4% | +6.9% |
| 6M | +13.2% | -5.7% | +18.9% | +14.5% |
| YTD | +1.8% | +1.9% | -0.1% | +0.1% |
| 1Y | -1.0% | -12.3% | +11.3% | +2.0% |
| 3Y | +66.0% | +50.8% | +15.2% | +40.1% |
| 5Y | +31.2% | +157.3% | -126.0% | -8.7% |
| 10Y | +278.5% | +566.5% | -288.0% | +83.0% |
| All | +12,790.5% | +2,645.7% | +10,144.8% | +3,948.4% |
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