+40.9%
BP vs PHM
-14.7%
+55.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.6% |
| 7D | +4.0% | -3.9% | +7.8% | +3.1% |
| 30D | +7.8% | -8.6% | +16.4% | +6.0% |
| 3M | +8.4% | -2.9% | +11.3% | +7.8% |
| 6M | +15.1% | -5.7% | +20.8% | +15.5% |
| YTD | +36.4% | +1.9% | +34.6% | +36.0% |
| 1Y | +40.9% | -12.3% | +53.2% | +40.0% |
| All | +40.9% | -14.7% | +55.6% | +40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling