+950.6%
BSX vs PHM
+5,850.5%
-4,899.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.5% | -2.4% | -5.2% |
| 7D | -6.4% | -2.5% | -4.0% | -5.9% |
| 30D | -8.8% | -9.7% | +0.9% | -6.8% |
| 3M | -7.6% | +2.2% | -9.9% | -8.3% |
| 6M | -37.0% | -5.7% | -31.3% | -36.5% |
| YTD | -52.8% | +2.8% | -55.7% | -53.5% |
| 1Y | -58.4% | -14.4% | -44.0% | -57.5% |
| 3Y | -16.5% | +52.2% | -68.7% | -26.4% |
| 5Y | -1.2% | +154.3% | -155.4% | -23.6% |
| 10Y | +83.7% | +545.9% | -462.1% | +12.1% |
| All | +950.6% | +5,850.5% | -4,899.9% | +232.7% |
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