+6,002.7%
BTI vs PHM
+11,050.0%
-5,047.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.2% | +0.1% |
| 7D | -1.4% | -2.5% | +1.1% | -1.0% |
| 30D | -7.0% | -9.7% | +2.6% | -5.8% |
| 3M | -6.3% | +2.2% | -8.5% | -6.7% |
| 6M | -2.0% | -5.7% | +3.7% | -1.5% |
| YTD | +0.2% | +2.8% | -2.6% | -0.6% |
| 1Y | +3.8% | -14.4% | +18.2% | +5.4% |
| 3Y | +112.1% | +52.2% | +59.9% | +96.1% |
| 5Y | +113.6% | +154.3% | -40.6% | +81.0% |
| 10Y | +69.6% | +545.9% | -476.3% | +23.0% |
| All | +6,002.7% | +11,050.0% | -5,047.3% | +2,596.6% |
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