+117.0%
BTI vs PHM
+149.8%
-32.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.2% |
| 7D | -2.0% | -6.4% | +4.4% | -1.2% |
| 30D | -3.4% | -12.1% | +8.7% | -2.0% |
| 3M | -9.0% | -1.5% | -7.4% | -8.8% |
| 6M | -5.0% | -6.0% | +1.0% | -4.5% |
| YTD | -0.3% | -0.3% | 0.0% | -0.5% |
| 1Y | +3.1% | -13.3% | +16.5% | +4.2% |
| 3Y | +111.0% | +47.6% | +63.4% | +96.6% |
| 5Y | +117.0% | +154.7% | -37.7% | +81.0% |
| All | +117.0% | +149.8% | -32.8% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling