+258.5%
BN vs PHM
+568.1%
-309.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | -0.2% |
| 7D | -5.2% | -5.0% | -0.2% | -3.1% |
| 30D | -14.5% | -8.4% | -6.0% | -11.3% |
| 3M | -15.0% | -4.4% | -10.6% | -13.9% |
| 6M | -5.4% | -3.7% | -1.7% | -4.7% |
| YTD | -16.4% | +1.3% | -17.7% | -18.1% |
| 1Y | -16.2% | -14.0% | -2.2% | -12.3% |
| 3Y | +67.5% | +48.1% | +19.4% | +35.9% |
| 5Y | +34.1% | +158.8% | -124.7% | -16.2% |
| All | +258.5% | +568.1% | -309.7% | +54.8% |
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