+81.0%
BSX vs PHM
+568.1%
-487.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.7% |
| 7D | -10.1% | -5.0% | -5.1% | -8.9% |
| 30D | -16.4% | -8.4% | -8.0% | -14.5% |
| 3M | -8.9% | -4.4% | -4.5% | -8.1% |
| 6M | -38.3% | -3.7% | -34.5% | -38.1% |
| YTD | -54.9% | +1.3% | -56.2% | -55.6% |
| 1Y | -58.8% | -14.0% | -44.8% | -57.8% |
| 3Y | -21.2% | +48.1% | -69.3% | -33.2% |
| 5Y | -3.3% | +158.8% | -162.1% | -33.2% |
| All | +81.0% | +568.1% | -487.2% | -9.3% |
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