+15,251.3%
BN vs PHM
+11,456.8%
+3,794.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -2.5% | -3.2% | +0.7% | -1.7% |
| 30D | -9.5% | -6.4% | -3.1% | -8.1% |
| 3M | -10.4% | +5.5% | -15.9% | -11.7% |
| 6M | -6.4% | -5.4% | -0.9% | -5.4% |
| YTD | -11.9% | +6.6% | -18.4% | -13.6% |
| 1Y | -8.6% | -8.8% | +0.2% | -7.3% |
| 3Y | +77.6% | +54.1% | +23.4% | +58.8% |
| 5Y | +37.0% | +144.5% | -107.4% | +9.6% |
| 10Y | +266.4% | +569.4% | -303.0% | +131.7% |
| All | +15,251.3% | +11,456.8% | +3,794.6% | +6,221.4% |
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