+23.3%
BTDR vs PHM
+132.8%
-109.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.7% | -2.4% |
| 7D | +14.8% | -3.9% | +18.7% | +16.2% |
| 30D | +41.8% | -8.6% | +50.4% | +45.5% |
| 3M | -29.2% | -2.9% | -26.2% | -28.8% |
| 6M | +66.2% | -5.7% | +71.9% | +68.4% |
| YTD | +10.0% | +1.9% | +8.1% | +8.4% |
| 1Y | -11.0% | -12.3% | +1.3% | -8.5% |
| 3Y | +6.9% | +50.8% | -43.8% | +1.8% |
| 5Y | +24.7% | +157.3% | -132.6% | +21.7% |
| All | +23.3% | +132.8% | -109.5% | +19.7% |
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